+39.4%
CRL vs SNY
-9.6%
+49.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -3.5% | -3.3% | -0.2% | -2.5% |
| 30D | -2.1% | -2.2% | 0.0% | -1.5% |
| 3M | +48.0% | -3.0% | +51.0% | +49.3% |
| 6M | +64.7% | +2.7% | +62.0% | +63.2% |
| YTD | +39.5% | -6.8% | +46.3% | +42.2% |
| 1Y | +74.2% | -5.3% | +79.5% | +76.8% |
| 3Y | +39.4% | -9.8% | +49.2% | +46.2% |
| All | +39.4% | -9.6% | +49.0% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling