+39.4%
DG vs CRL
+106.9%
-67.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.6% |
| 7D | +5.2% | -1.7% | +6.9% | +5.3% |
| 30D | +7.9% | +14.6% | -6.7% | +5.2% |
| 3M | +12.7% | +24.8% | -12.1% | +8.1% |
| 6M | +22.4% | +94.7% | -72.3% | +6.1% |
| YTD | +5.4% | +73.4% | -67.9% | -6.4% |
| 1Y | +39.4% | +104.7% | -65.3% | +23.1% |
| All | +39.4% | +106.9% | -67.5% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling