+8.7%
AG vs CRL
-9.4%
+18.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.1% | -3.7% | -5.3% |
| 7D | +6.0% | -1.7% | +7.7% | +6.2% |
| 30D | -13.5% | +14.6% | -28.1% | -16.9% |
| 3M | -20.7% | +24.8% | -45.5% | -25.4% |
| 6M | -31.5% | +94.7% | -126.2% | -42.6% |
| YTD | -10.1% | +73.4% | -83.5% | -23.1% |
| 1Y | +26.0% | +104.7% | -78.6% | +3.8% |
| 3Y | +228.9% | +101.1% | +127.8% | +159.9% |
| 5Y | +8.7% | -10.8% | +19.5% | +9.0% |
| All | +8.7% | -9.4% | +18.0% | +9.0% |
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