+240.5%
CRL vs IAG
+423.2%
-182.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.8% |
| 7D | -6.9% | -4.1% | -2.9% | -6.7% |
| 30D | -3.2% | +10.6% | -13.8% | -3.8% |
| 3M | +46.5% | +35.4% | +11.2% | +43.5% |
| 6M | +63.1% | -9.5% | +72.7% | +63.2% |
| YTD | +36.9% | +21.8% | +15.0% | +34.2% |
| 1Y | +78.1% | +84.1% | -6.0% | +70.2% |
| 3Y | +36.7% | +817.4% | -780.7% | +14.1% |
| 5Y | -38.1% | +830.1% | -868.2% | -49.7% |
| All | +240.5% | +423.2% | -182.7% | +181.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling