-28.7%
CG vs CRL
+66.2%
-94.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.8% |
| 7D | -6.4% | -4.6% | -1.8% | -5.2% |
| 30D | -7.1% | +0.5% | -7.5% | -7.2% |
| 3M | -1.6% | +46.6% | -48.2% | -12.1% |
| 6M | -8.3% | +57.3% | -65.6% | -20.7% |
| YTD | -23.8% | +39.5% | -63.3% | -31.0% |
| 1Y | -28.7% | +76.9% | -105.6% | -36.7% |
| All | -28.7% | +66.2% | -94.9% | -36.7% |
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