+102.5%
CFG vs CRL
-35.5%
+138.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.4% |
| 7D | +1.5% | -1.0% | +2.6% | +1.8% |
| 30D | -3.8% | +10.7% | -14.5% | -6.8% |
| 3M | +11.5% | +55.3% | -43.8% | -2.7% |
| 6M | +19.2% | +60.7% | -41.5% | +1.8% |
| YTD | +23.7% | +44.6% | -20.9% | +8.7% |
| 1Y | +38.8% | +77.7% | -38.9% | +13.5% |
| 3Y | +178.9% | +37.6% | +141.3% | +136.4% |
| All | +102.5% | -35.5% | +138.1% | +79.2% |
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