+564.9%
SPYG vs CRL
+748.5%
-183.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.5% | +0.3% |
| 7D | +0.4% | -1.0% | +1.4% | +0.6% |
| 30D | -0.4% | +10.7% | -11.1% | -3.3% |
| 3M | +0.5% | +55.3% | -54.7% | -11.5% |
| 6M | +17.5% | +60.7% | -43.2% | +1.4% |
| YTD | +14.3% | +44.6% | -30.3% | +1.1% |
| 1Y | +21.7% | +77.7% | -56.0% | +0.8% |
| 3Y | +98.6% | +37.6% | +61.0% | +67.4% |
| 5Y | +85.1% | -35.8% | +120.9% | +89.3% |
| 10Y | +412.0% | +241.7% | +170.3% | +218.1% |
| All | +564.9% | +748.5% | -183.7% | +196.4% |
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