+184.1%
CAG vs CRL
+1,379.5%
-1,195.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.7% |
| 7D | -3.8% | -1.0% | -2.8% | -3.7% |
| 30D | +3.1% | +10.7% | -7.5% | +1.9% |
| 3M | +23.5% | +55.3% | -31.8% | +16.9% |
| 6M | -14.8% | +60.7% | -75.5% | -20.0% |
| YTD | -5.4% | +44.6% | -50.1% | -10.4% |
| 1Y | -11.8% | +77.7% | -89.5% | -18.6% |
| 3Y | -36.7% | +37.6% | -74.3% | -41.2% |
| 5Y | -40.3% | -35.8% | -4.4% | -39.9% |
| 10Y | -37.0% | +241.7% | -278.7% | -51.2% |
| All | +184.1% | +1,379.5% | -1,195.4% | +83.2% |
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