+67.8%
SPYG vs CRL
-12.1%
+79.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | -6.5% | +11.9% | -18.4% | -9.0% |
| 3M | -6.8% | +20.2% | -27.0% | -11.0% |
| 6M | -3.1% | +107.5% | -110.7% | -19.0% |
| YTD | +8.0% | +69.4% | -61.4% | -6.1% |
| 1Y | +10.2% | +99.7% | -89.5% | -8.1% |
| 3Y | +91.0% | +98.8% | -7.8% | +49.2% |
| All | +67.8% | -12.1% | +79.9% | +72.3% |
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