-37.2%
CAG vs CRL
+249.3%
-286.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.5% |
| 7D | -5.9% | -6.9% | +1.0% | -5.2% |
| 30D | -1.5% | -3.2% | +1.7% | -1.3% |
| 3M | +11.5% | +46.5% | -35.1% | +7.3% |
| 6M | -15.7% | +63.1% | -78.8% | -20.0% |
| YTD | -10.2% | +36.9% | -47.1% | -13.5% |
| 1Y | -18.1% | +78.1% | -96.2% | -23.3% |
| 3Y | -39.4% | +36.7% | -76.1% | -43.0% |
| 5Y | -42.6% | -38.1% | -4.5% | -41.2% |
| All | -37.2% | +249.3% | -286.6% | -51.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling