+604.7%
DG vs CRL
+979.2%
-374.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.7% | -2.5% | +1.5% |
| 7D | +0.7% | +4.4% | -3.7% | -0.3% |
| 30D | +7.4% | +17.1% | -9.7% | +4.1% |
| 3M | +8.5% | +32.1% | -23.6% | +2.9% |
| 6M | +21.9% | +98.9% | -77.1% | +7.4% |
| YTD | +4.9% | +77.1% | -72.2% | -6.3% |
| 1Y | +40.4% | +110.3% | -69.9% | +21.7% |
| 3Y | +23.5% | +108.5% | -85.0% | +2.9% |
| 5Y | -32.3% | -7.9% | -24.4% | -35.1% |
| 10Y | +119.3% | +368.9% | -249.6% | +44.4% |
| All | +604.7% | +979.2% | -374.5% | +287.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling