+173.3%
CFG vs CRL
+86.4%
+86.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.8% | -8.8% | -2.9% |
| 7D | -0.9% | -6.1% | +5.2% | +0.4% |
| 30D | +1.1% | +12.4% | -11.3% | -2.6% |
| 3M | -12.0% | +27.1% | -39.1% | -18.3% |
| 6M | -2.2% | +85.7% | -88.0% | -19.3% |
| YTD | +11.4% | +69.2% | -57.8% | -6.4% |
| 1Y | +27.8% | +97.5% | -69.7% | +2.2% |
| 3Y | +173.3% | +86.1% | +87.2% | +98.3% |
| All | +173.3% | +86.4% | +86.9% | +98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling