+201.6%
TGT vs CRL
+350.3%
-148.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.6% |
| 7D | +2.6% | +0.1% | +2.5% | +2.6% |
| 30D | +4.7% | +11.9% | -7.2% | +0.8% |
| 3M | +4.6% | +20.2% | -15.6% | -1.5% |
| 6M | +34.9% | +107.5% | -72.7% | +8.4% |
| YTD | +70.9% | +69.4% | +1.5% | +43.5% |
| 1Y | +84.4% | +99.7% | -15.4% | +47.3% |
| 3Y | +69.1% | +98.8% | -29.6% | +27.7% |
| 5Y | -26.9% | -12.4% | -14.5% | -32.0% |
| All | +201.6% | +350.3% | -148.7% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling