-26.3%
SKHY vs CRL
+33.2%
-59.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | -4.1% | -9.3% | -11.7% |
| 7D | -23.6% | -16.8% | -6.8% | -18.5% |
| 30D | -32.1% | +2.6% | -34.8% | -29.8% |
| 3M | -18.0% | +20.1% | -38.0% | -15.6% |
| All | -26.3% | +33.2% | -59.5% | -24.0% |
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