+60.3%
CG vs CRL
+42.4%
+17.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | 0.0% | -1.1% |
| 7D | -4.3% | -1.0% | -3.3% | -4.0% |
| 30D | -5.1% | +10.7% | -15.7% | -8.3% |
| 3M | +8.7% | +55.3% | -46.6% | -7.1% |
| 6M | -9.2% | +60.7% | -69.9% | -24.1% |
| YTD | -18.9% | +44.6% | -63.5% | -29.6% |
| 1Y | -25.6% | +77.7% | -103.4% | -40.3% |
| All | +60.3% | +42.4% | +17.8% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling