+14.9%
DG vs CRL
+42.4%
-27.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.1% | +1.6% |
| 7D | +8.4% | -1.0% | +9.4% | +8.5% |
| 30D | +4.9% | +10.7% | -5.7% | +4.0% |
| 3M | +29.3% | +55.3% | -25.9% | +24.2% |
| 6M | -11.3% | +60.7% | -71.9% | -15.3% |
| YTD | +1.8% | +44.6% | -42.9% | -2.3% |
| 1Y | +25.3% | +77.7% | -52.4% | +19.0% |
| All | +14.9% | +42.4% | -27.6% | +10.2% |
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 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