+256.1%
TPR vs CRL
-10.4%
+266.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.8% | -8.8% | -3.0% |
| 7D | +14.2% | -6.1% | +20.3% | +15.5% |
| 30D | +17.1% | +12.4% | +4.7% | +12.6% |
| 3M | -17.7% | +27.1% | -44.8% | -23.7% |
| 6M | -10.2% | +85.7% | -95.9% | -25.7% |
| YTD | +4.9% | +69.2% | -64.3% | -12.1% |
| 1Y | +36.1% | +97.5% | -61.4% | +8.5% |
| 3Y | +416.5% | +86.1% | +330.4% | +292.0% |
| All | +256.1% | -10.4% | +266.5% | +234.4% |
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 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