+102.2%
DG vs CRL
+244.4%
-142.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.4% |
| 7D | -4.8% | -4.6% | -0.2% | -4.1% |
| 30D | +1.8% | +0.5% | +1.3% | +1.6% |
| 3M | +14.5% | +46.6% | -32.1% | +7.1% |
| 6M | -13.6% | +57.3% | -70.8% | -20.3% |
| YTD | -4.8% | +39.5% | -44.4% | -10.9% |
| 1Y | +21.6% | +76.9% | -55.3% | +9.2% |
| 3Y | +4.5% | +39.4% | -34.9% | -5.3% |
| 5Y | -38.5% | -37.2% | -1.3% | -35.2% |
| 10Y | +102.2% | +253.4% | -151.2% | +25.2% |
| All | +102.2% | +244.4% | -142.2% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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