+280.5%
CG vs CRL
+850.8%
-570.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.8% | -8.5% | -4.0% |
| 7D | -1.2% | -6.1% | +4.9% | +0.9% |
| 30D | +5.0% | +12.4% | -7.4% | -1.4% |
| 3M | -18.2% | +27.1% | -45.3% | -27.7% |
| 6M | -20.7% | +85.7% | -106.4% | -42.2% |
| YTD | -31.4% | +69.2% | -100.6% | -48.2% |
| 1Y | -22.3% | +97.5% | -119.8% | -45.4% |
| 3Y | +50.2% | +86.1% | -35.9% | -0.3% |
| 5Y | -22.1% | -10.0% | -12.0% | -28.0% |
| 10Y | +295.5% | +395.0% | -99.4% | +64.2% |
| All | +280.5% | +850.8% | -570.3% | +29.8% |
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 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