+247.0%
CRL vs SNY
+64.5%
+182.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -3.5% | -3.3% | -0.2% | -2.1% |
| 30D | -2.1% | -2.2% | 0.0% | -1.2% |
| 3M | +48.0% | -3.0% | +51.0% | +49.8% |
| 6M | +64.7% | +2.7% | +62.0% | +62.2% |
| YTD | +39.5% | -6.8% | +46.3% | +43.2% |
| 1Y | +74.2% | -5.3% | +79.5% | +77.7% |
| 3Y | +39.4% | -9.8% | +49.2% | +41.4% |
| 5Y | -36.9% | +9.7% | -46.6% | -44.1% |
| All | +247.0% | +64.5% | +182.5% | +151.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling