+11.5%
AG vs CRL
+97.0%
-85.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.7% | -5.1% |
| 7D | -6.0% | +8.9% | -14.9% | -8.8% |
| 30D | -14.3% | +14.0% | -28.3% | -19.3% |
| 3M | -26.9% | +19.8% | -46.8% | -32.6% |
| 6M | -42.1% | +102.0% | -144.1% | -56.2% |
| YTD | -15.9% | +70.8% | -86.7% | -35.8% |
| 1Y | +11.5% | +98.7% | -87.2% | -16.2% |
| All | +11.5% | +97.0% | -85.5% | -16.2% |
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