+33.4%
AG vs CRL
+85.3%
-52.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -7.3% | +16.4% | +11.8% |
| 7D | -2.6% | -12.8% | +10.2% | +2.2% |
| 30D | -12.1% | +5.0% | -17.1% | -14.7% |
| 3M | -6.6% | +39.4% | -46.0% | -18.8% |
| 6M | -20.5% | +89.4% | -109.8% | -39.5% |
| YTD | -7.4% | +63.6% | -71.0% | -28.0% |
| 1Y | +33.4% | +83.5% | -50.1% | -1.2% |
| All | +33.4% | +85.3% | -52.0% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling