+61.6%
AG vs CRL
+256.1%
-194.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.9% | -3.4% |
| 7D | -6.7% | -3.5% | -3.2% | -5.9% |
| 30D | +2.2% | -2.1% | +4.3% | +2.9% |
| 3M | +15.7% | +48.0% | -32.3% | +5.2% |
| 6M | -23.8% | +64.7% | -88.5% | -32.8% |
| YTD | +17.6% | +39.5% | -21.9% | +7.6% |
| 1Y | +88.6% | +74.2% | +14.4% | +63.5% |
| 3Y | +253.4% | +39.4% | +214.1% | +210.6% |
| 5Y | +62.4% | -36.9% | +99.3% | +66.9% |
| All | +61.6% | +256.1% | -194.4% | +7.0% |
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