+40.6%
CRL vs IAG
+797.8%
-757.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.6% |
| 7D | -0.6% | +4.3% | -4.8% | -0.8% |
| 30D | +5.0% | +9.8% | -4.8% | +4.4% |
| 3M | +50.6% | +28.9% | +21.7% | +48.1% |
| 6M | +60.9% | -7.6% | +68.5% | +60.3% |
| YTD | +40.7% | +22.0% | +18.8% | +38.8% |
| 1Y | +73.3% | +99.5% | -26.2% | +68.1% |
| 3Y | +40.6% | +818.3% | -777.7% | +6.9% |
| All | +40.6% | +797.8% | -757.2% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling