-13.6%
SKDD vs CRL
+42.9%
-56.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -7.3% | +17.6% | +5.9% |
| 7D | +28.7% | -12.8% | +41.4% | +20.3% |
| 30D | +54.1% | +5.0% | +49.1% | +51.9% |
| 3M | -22.7% | +39.4% | -62.1% | -25.3% |
| All | -13.6% | +42.9% | -56.5% | -16.7% |
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 · Available span rolling