-37.9%
DG vs CRL
-37.4%
-0.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.3% | -3.7% |
| 7D | -2.5% | -0.6% | -1.9% | -2.4% |
| 30D | +1.0% | +5.0% | -3.9% | +0.4% |
| 3M | +20.3% | +50.6% | -30.3% | +14.4% |
| 6M | -11.7% | +60.9% | -72.7% | -16.9% |
| YTD | -2.3% | +40.7% | -43.1% | -6.9% |
| 1Y | +20.0% | +73.3% | -53.3% | +11.7% |
| 3Y | +7.2% | +40.6% | -33.3% | +0.8% |
| 5Y | -37.9% | -37.0% | -1.0% | -38.0% |
| All | -37.9% | -37.4% | -0.5% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling