+371.7%
TPR vs CRL
+358.0%
+13.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | +6.4% | +5.0% | +1.4% | +4.2% |
| 30D | +13.8% | +13.5% | +0.2% | +7.1% |
| 3M | -16.6% | +21.5% | -38.1% | -23.8% |
| 6M | +0.7% | +103.4% | -102.8% | -25.8% |
| YTD | +5.3% | +71.8% | -66.5% | -18.7% |
| 1Y | +32.4% | +97.5% | -65.2% | -3.8% |
| 3Y | +406.4% | +99.2% | +307.1% | +231.7% |
| 5Y | +227.9% | -12.1% | +240.1% | +215.3% |
| 10Y | +371.7% | +359.2% | +12.5% | +84.0% |
| All | +371.7% | +358.0% | +13.7% | +84.0% |
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