-37.3%
AG vs CRL
+93.6%
-130.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | -4.0% | +5.0% | -9.1% | -5.6% |
| 30D | -13.1% | +13.5% | -26.6% | -18.6% |
| 3M | -22.0% | +21.5% | -43.6% | -29.3% |
| 6M | -37.3% | +103.4% | -140.7% | -53.5% |
| All | -37.3% | +93.6% | -130.9% | -53.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling