+114.1%
AG vs CRL
+73.3%
+40.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.9% | -2.9% | -4.1% |
| 7D | -5.8% | -6.9% | +1.1% | -3.2% |
| 30D | +6.4% | -3.2% | +9.6% | +8.0% |
| 3M | +28.4% | +46.5% | -18.2% | +13.4% |
| 6M | -24.5% | +63.1% | -87.6% | -36.7% |
| YTD | +21.2% | +36.9% | -15.7% | +5.3% |
| 1Y | +114.1% | +78.1% | +36.0% | +81.5% |
| All | +114.1% | +73.3% | +40.8% | +81.5% |
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