+154.5%
TRV vs CRL
-37.6%
+192.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | +0.2% | -4.6% | +4.8% | +0.5% |
| 30D | -2.3% | +0.5% | -2.8% | -2.4% |
| 3M | +22.7% | +46.6% | -23.9% | +19.7% |
| 6M | +21.9% | +57.3% | -35.3% | +18.2% |
| YTD | +27.5% | +39.5% | -12.1% | +24.4% |
| 1Y | +36.2% | +76.9% | -40.6% | +30.3% |
| 3Y | +140.6% | +39.4% | +101.2% | +130.0% |
| 5Y | +154.5% | -37.2% | +191.7% | +156.4% |
| All | +154.5% | -37.6% | +192.1% | +156.4% |
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