+838.2%
CRL vs BG
+1,131.5%
-293.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.4% |
| 7D | -1.0% | +2.8% | -3.8% | -1.7% |
| 30D | +10.7% | +12.0% | -1.4% | +7.9% |
| 3M | +55.3% | -7.7% | +63.0% | +57.3% |
| 6M | +60.7% | +4.5% | +56.2% | +58.0% |
| YTD | +44.6% | +35.7% | +8.9% | +34.1% |
| 1Y | +77.7% | +50.1% | +27.7% | +60.6% |
| 3Y | +37.6% | +12.6% | +25.0% | +31.1% |
| 5Y | -35.8% | +75.4% | -111.3% | -45.2% |
| 10Y | +241.7% | +150.5% | +91.3% | +158.5% |
| All | +838.2% | +1,131.5% | -293.3% | +579.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling