-25.0%
TGT vs CRL
-37.6%
+12.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.0% |
| 7D | -3.6% | -4.6% | +1.0% | -2.4% |
| 30D | +4.4% | +0.5% | +3.9% | +4.2% |
| 3M | +25.4% | +46.6% | -21.2% | +12.3% |
| 6M | +33.4% | +57.3% | -23.9% | +16.1% |
| YTD | +65.6% | +39.5% | +26.0% | +48.1% |
| 1Y | +80.3% | +76.9% | +3.4% | +49.2% |
| 3Y | +42.1% | +39.4% | +2.8% | +19.0% |
| 5Y | -25.0% | -37.2% | +12.2% | -25.5% |
| All | -25.0% | -37.6% | +12.6% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling