+957.1%
TGT vs CRL
+1,379.5%
-422.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +1.9% | +0.7% |
| 7D | +0.8% | -1.0% | +1.8% | +1.0% |
| 30D | +12.2% | +10.7% | +1.5% | +9.4% |
| 3M | +33.8% | +55.3% | -21.5% | +19.4% |
| 6M | +39.3% | +60.7% | -21.4% | +22.2% |
| YTD | +72.9% | +44.6% | +28.2% | +54.8% |
| 1Y | +84.6% | +77.7% | +6.8% | +56.1% |
| 3Y | +46.2% | +37.6% | +8.6% | +26.5% |
| 5Y | -21.3% | -35.8% | +14.5% | -20.1% |
| 10Y | +213.5% | +241.7% | -28.2% | +108.2% |
| All | +957.1% | +1,379.5% | -422.4% | +407.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling