-35.0%
SFM vs CRL
+85.3%
-120.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -7.3% | +10.9% | +3.4% |
| 7D | -12.3% | -12.8% | +0.5% | -12.4% |
| 30D | -16.2% | +5.0% | -21.2% | -17.0% |
| 3M | -36.8% | +39.4% | -76.2% | -37.7% |
| 6M | -32.6% | +89.4% | -121.9% | -34.1% |
| YTD | -31.7% | +63.6% | -95.3% | -31.9% |
| 1Y | -35.0% | +83.5% | -118.5% | -35.7% |
| All | -35.0% | +85.3% | -120.3% | -35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling