+98.4%
SPYG vs CRL
+38.7%
+59.8%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | +0.3% | -4.6% | +4.9% | +1.1% |
| 30D | -1.7% | +0.5% | -2.2% | -1.8% |
| 3M | +3.6% | +46.6% | -43.0% | -3.0% |
| 6M | +16.6% | +57.3% | -40.7% | +7.2% |
| YTD | +13.4% | +39.5% | -26.2% | +6.2% |
| 1Y | +19.6% | +76.9% | -57.3% | +7.0% |
| All | +98.4% | +38.7% | +59.8% | +79.6% |
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