+279.0%
AG vs CRL
+37.9%
+241.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.6% | -0.4% |
| 7D | +4.5% | -0.6% | +5.0% | +4.7% |
| 30D | +12.9% | +5.0% | +7.9% | +11.9% |
| 3M | +20.9% | +50.6% | -29.6% | +10.9% |
| 6M | -19.5% | +60.9% | -80.5% | -27.7% |
| YTD | +24.8% | +40.7% | -16.0% | +14.6% |
| 1Y | +120.2% | +73.3% | +46.9% | +95.2% |
| 3Y | +279.0% | +40.6% | +238.4% | +256.2% |
| All | +279.0% | +37.9% | +241.1% | +256.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling