+67.9%
AG vs CRL
-37.4%
+105.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.8% |
| 3M | +20.9% | +50.6% | -29.6% | +9.6% |
| 6M | -19.5% | +60.9% | -80.5% | -28.7% |
| YTD | +24.8% | +40.7% | -16.0% | +13.7% |
| 1Y | +120.2% | +73.3% | +46.9% | +91.3% |
| 3Y | +279.0% | +40.6% | +238.4% | +234.8% |
| 5Y | +67.9% | -37.0% | +104.9% | +59.7% |
| All | +67.9% | -37.4% | +105.3% | +59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling