+305.5%
CG vs CRL
+895.3%
-589.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.7% | +1.9% | +4.6% |
| 7D | +3.0% | +4.4% | -1.3% | +0.7% |
| 30D | +10.1% | +17.1% | -7.0% | +1.7% |
| 3M | -10.8% | +32.1% | -42.9% | -22.4% |
| 6M | -15.2% | +98.9% | -114.1% | -39.9% |
| YTD | -26.9% | +77.1% | -104.0% | -45.9% |
| 1Y | -17.0% | +110.3% | -127.3% | -43.3% |
| 3Y | +54.6% | +108.5% | -53.9% | -2.5% |
| 5Y | -16.7% | -7.9% | -8.9% | -23.7% |
| 10Y | +320.1% | +368.9% | -48.8% | +77.6% |
| All | +305.5% | +895.3% | -589.8% | +35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling