-7.6%
CMG vs CRL
+38.7%
-46.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.7% | -2.4% |
| 7D | -6.5% | -4.6% | -1.9% | -5.9% |
| 30D | +12.1% | +0.5% | +11.6% | +12.0% |
| 3M | +20.6% | +46.6% | -26.0% | +14.4% |
| 6M | +2.1% | +57.3% | -55.2% | -4.3% |
| YTD | -2.6% | +39.5% | -42.2% | -7.5% |
| 1Y | -8.7% | +76.9% | -85.6% | -15.6% |
| All | -7.6% | +38.7% | -46.2% | -14.7% |
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 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