+383.3%
TPR vs CRL
+353.6%
+29.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.4% |
| 7D | +12.1% | -1.7% | +13.8% | +12.2% |
| 30D | +16.7% | +14.6% | +2.1% | +9.5% |
| 3M | -17.4% | +24.8% | -42.2% | -25.3% |
| 6M | +2.3% | +94.7% | -92.4% | -23.3% |
| YTD | +7.1% | +73.4% | -66.2% | -17.6% |
| 1Y | +29.5% | +104.7% | -75.2% | -7.3% |
| 3Y | +415.0% | +101.1% | +314.0% | +236.3% |
| 5Y | +261.5% | -10.8% | +272.3% | +245.2% |
| 10Y | +383.3% | +358.8% | +24.5% | +89.1% |
| All | +383.3% | +353.6% | +29.7% | +89.1% |
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