-43.5%
CAG vs CRL
-37.1%
-6.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.8% |
| 7D | -5.7% | -3.5% | -2.1% | -5.5% |
| 30D | -2.4% | -2.1% | -0.3% | -2.3% |
| 3M | +9.8% | +48.0% | -38.2% | +6.9% |
| 6M | -10.8% | +64.7% | -75.6% | -14.0% |
| YTD | -10.8% | +39.5% | -50.3% | -13.2% |
| 1Y | -19.0% | +74.2% | -93.2% | -22.4% |
| 3Y | -39.7% | +39.4% | -79.0% | -42.3% |
| All | -43.5% | -37.1% | -6.3% | -45.7% |
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