-14.1%
CG vs CRL
+85.3%
-99.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -7.3% | +11.8% | +6.1% |
| 7D | +9.4% | -12.8% | +22.2% | +12.7% |
| 30D | +8.7% | +5.0% | +3.7% | +6.4% |
| 3M | -15.0% | +39.4% | -54.3% | -23.7% |
| 6M | -13.2% | +89.4% | -102.6% | -30.9% |
| YTD | -26.2% | +63.6% | -89.7% | -36.2% |
| 1Y | -14.1% | +83.5% | -97.6% | -28.6% |
| All | -14.1% | +85.3% | -99.5% | -28.6% |
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