+350.2%
CG vs CRL
+712.7%
-362.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | 0.0% | -0.9% |
| 7D | -4.3% | -1.0% | -3.3% | -3.9% |
| 30D | -5.1% | +10.7% | -15.7% | -9.4% |
| 3M | +8.7% | +55.3% | -46.6% | -12.1% |
| 6M | -9.2% | +60.7% | -69.9% | -28.8% |
| YTD | -18.9% | +44.6% | -63.5% | -33.3% |
| 1Y | -25.6% | +77.7% | -103.4% | -45.1% |
| 3Y | +57.3% | +37.6% | +19.6% | +22.0% |
| 5Y | +10.2% | -35.8% | +46.0% | +20.0% |
| 10Y | +364.2% | +241.7% | +122.5% | +126.3% |
| All | +350.2% | +712.7% | -362.5% | +67.2% |
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