+274.8%
CG vs CRL
+350.3%
-75.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.9% | +1.4% |
| 7D | +0.2% | +0.1% | 0.0% | +0.2% |
| 30D | +11.2% | +11.9% | -0.7% | +4.5% |
| 3M | -22.1% | +20.2% | -42.2% | -29.5% |
| 6M | -17.9% | +107.5% | -125.5% | -43.9% |
| YTD | -31.3% | +69.4% | -100.7% | -48.7% |
| 1Y | -24.0% | +99.7% | -123.7% | -47.7% |
| 3Y | +45.0% | +98.8% | -53.8% | -9.0% |
| 5Y | -22.6% | -12.4% | -10.2% | -26.3% |
| All | +274.8% | +350.3% | -75.4% | +60.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling