+255.2%
AG vs CRL
+718.3%
-463.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.2% |
| 7D | -10.0% | +0.1% | -10.1% | -9.9% |
| 30D | -10.5% | +11.9% | -22.4% | -14.0% |
| 3M | -27.3% | +20.2% | -47.4% | -31.6% |
| 6M | -43.0% | +107.5% | -150.5% | -54.8% |
| YTD | -17.9% | +69.4% | -87.3% | -31.4% |
| 1Y | +11.9% | +99.7% | -87.8% | -11.0% |
| 3Y | +201.8% | +98.8% | +103.0% | +124.8% |
| 5Y | -0.1% | -12.4% | +12.4% | -5.8% |
| 10Y | +72.7% | +352.9% | -280.1% | -17.6% |
| All | +255.2% | +718.3% | -463.2% | +1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling