+607.9%
DG vs CRL
+956.2%
-348.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.8% |
| 7D | +5.2% | -1.7% | +6.9% | +5.3% |
| 30D | +7.9% | +14.6% | -6.7% | +4.9% |
| 3M | +12.7% | +24.8% | -12.1% | +7.9% |
| 6M | +22.4% | +94.7% | -72.3% | +8.3% |
| YTD | +5.4% | +73.4% | -67.9% | -5.6% |
| 1Y | +39.4% | +104.7% | -65.3% | +21.4% |
| 3Y | +24.1% | +101.1% | -76.9% | +4.1% |
| 5Y | -32.2% | -10.8% | -21.4% | -34.6% |
| 10Y | +111.8% | +358.8% | -247.0% | +40.0% |
| All | +607.9% | +956.2% | -348.3% | +290.2% |
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