+60.4%
CFG vs CRL
-12.1%
+72.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.5% | +0.9% |
| 7D | +3.2% | +0.1% | +3.1% | +3.1% |
| 30D | +5.1% | +11.9% | -6.8% | +1.0% |
| 3M | -11.2% | +20.2% | -31.4% | -16.8% |
| 6M | +9.6% | +107.5% | -98.0% | -14.0% |
| YTD | +15.0% | +69.4% | -54.5% | -4.9% |
| 1Y | +29.9% | +99.7% | -69.9% | +1.7% |
| 3Y | +192.1% | +98.8% | +93.3% | +117.8% |
| All | +60.4% | -12.1% | +72.5% | +40.2% |
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 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