-38.1%
CRL vs BG
+88.4%
-126.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.1% |
| 7D | -6.9% | +3.7% | -10.7% | -7.7% |
| 30D | -3.2% | +12.3% | -15.5% | -5.8% |
| 3M | +46.5% | -2.2% | +48.8% | +46.9% |
| 6M | +63.1% | +5.3% | +57.8% | +60.1% |
| YTD | +36.9% | +42.4% | -5.5% | +23.8% |
| 1Y | +78.1% | +55.2% | +22.9% | +56.8% |
| 3Y | +36.7% | +21.0% | +15.7% | +25.5% |
| 5Y | -38.1% | +87.1% | -125.2% | -48.5% |
| All | -38.1% | +88.4% | -126.5% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 5y: compounded portfolio wealth divided by compounded BG 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…
5y analysis · Full analysis span regression · 6 months rolling