+23.5%
DG vs CRL
+99.4%
-75.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.7% | -2.5% | +1.9% |
| 7D | +0.7% | +4.4% | -3.7% | +0.3% |
| 30D | +7.4% | +17.1% | -9.7% | +5.9% |
| 3M | +8.5% | +32.1% | -23.6% | +5.8% |
| 6M | +21.9% | +98.9% | -77.1% | +14.4% |
| YTD | +4.9% | +77.1% | -72.2% | -1.0% |
| 1Y | +40.4% | +110.3% | -69.9% | +31.3% |
| 3Y | +23.5% | +108.5% | -85.0% | +8.7% |
| All | +23.5% | +99.4% | -75.9% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling