+528.0%
SPYG vs CRL
+894.0%
-366.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.7% |
| 3M | -6.8% | +20.2% | -27.0% | -12.0% |
| 6M | -3.1% | +107.5% | -110.7% | -22.0% |
| YTD | +8.0% | +69.4% | -61.4% | -9.1% |
| 1Y | +10.2% | +99.7% | -89.5% | -11.6% |
| 3Y | +91.0% | +98.8% | -7.8% | +44.4% |
| 5Y | +67.7% | -12.4% | +80.2% | +56.9% |
| 10Y | +393.9% | +352.9% | +41.0% | +183.6% |
| All | +528.0% | +894.0% | -366.0% | +166.5% |
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