+759.9%
CRL vs IAG
+377.5%
+382.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.5% |
| 7D | -1.0% | -0.5% | -0.5% | -1.0% |
| 30D | +10.7% | +28.9% | -18.2% | +9.0% |
| 3M | +55.3% | +19.1% | +36.1% | +53.4% |
| 6M | +60.7% | -10.3% | +70.9% | +60.9% |
| YTD | +44.6% | +24.2% | +20.4% | +41.9% |
| 1Y | +77.7% | +116.5% | -38.7% | +68.7% |
| 3Y | +37.6% | +742.8% | -705.2% | +18.2% |
| 5Y | -35.8% | +753.3% | -789.2% | -46.1% |
| 10Y | +241.7% | +403.2% | -161.5% | +184.6% |
| All | +759.9% | +377.5% | +382.4% | +725.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling