+192.6%
CFG vs CRL
+100.7%
+92.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.1% |
| 7D | -0.8% | +5.0% | -5.8% | -2.1% |
| 30D | +3.1% | +13.5% | -10.4% | -0.9% |
| 3M | -9.7% | +21.5% | -31.2% | -15.1% |
| 6M | +6.7% | +103.4% | -96.7% | -14.1% |
| YTD | +15.2% | +71.8% | -56.6% | -3.5% |
| 1Y | +28.8% | +97.5% | -68.7% | +3.1% |
| All | +192.6% | +100.7% | +92.0% | +97.1% |
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 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