+78.5%
TGT vs CRL
+73.3%
+5.2%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.9% |
| 7D | -5.0% | -6.9% | +1.9% | -4.3% |
| 30D | +3.0% | -3.2% | +6.2% | +3.4% |
| 3M | +22.6% | +46.5% | -23.9% | +16.8% |
| 6M | +31.2% | +63.1% | -31.9% | +23.0% |
| YTD | +63.7% | +36.9% | +26.8% | +55.3% |
| 1Y | +78.5% | +78.1% | +0.4% | +62.4% |
| All | +78.5% | +73.3% | +5.2% | +62.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling