+69.8%
AG vs CRL
+354.1%
-284.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.7% | -5.1% |
| 7D | -6.0% | +8.9% | -14.9% | -7.9% |
| 30D | -14.3% | +14.0% | -28.3% | -17.4% |
| 3M | -26.9% | +19.8% | -46.8% | -30.3% |
| 6M | -42.1% | +102.0% | -144.1% | -51.4% |
| YTD | -15.9% | +70.8% | -86.7% | -27.1% |
| 1Y | +11.5% | +98.7% | -87.2% | -6.6% |
| 3Y | +208.0% | +98.2% | +109.8% | +147.3% |
| 5Y | +2.4% | -11.7% | +14.1% | -3.1% |
| All | +69.8% | +354.1% | -284.2% | +21.8% |
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