+33.7%
CFG vs CRL
+85.3%
-51.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -7.3% | +9.6% | +3.4% |
| 7D | +1.8% | -12.8% | +14.5% | +3.8% |
| 30D | +3.3% | +5.0% | -1.7% | +2.0% |
| 3M | -9.8% | +39.4% | -49.2% | -15.6% |
| 6M | +5.2% | +89.4% | -84.2% | -7.4% |
| YTD | +16.1% | +63.6% | -47.5% | +5.3% |
| 1Y | +33.7% | +83.5% | -49.8% | +17.2% |
| All | +33.7% | +85.3% | -51.7% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling