+1,900.4%
TRV vs CRL
+1,379.5%
+520.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.3% | -1.0% |
| 7D | -0.1% | -1.0% | +0.9% | 0.0% |
| 30D | -3.4% | +10.7% | -14.1% | -5.4% |
| 3M | +26.4% | +55.3% | -28.9% | +15.5% |
| 6M | +19.3% | +60.7% | -41.4% | +7.2% |
| YTD | +28.3% | +44.6% | -16.3% | +17.2% |
| 1Y | +34.3% | +77.7% | -43.5% | +17.0% |
| 3Y | +140.1% | +37.6% | +102.5% | +110.9% |
| 5Y | +155.7% | -35.8% | +191.6% | +158.6% |
| 10Y | +285.5% | +241.7% | +43.8% | +155.0% |
| All | +1,900.4% | +1,379.5% | +520.9% | +961.1% |
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 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