+71.6%
SM vs CRL
+85.3%
-13.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | -7.3% | -8.0% | -15.3% |
| 7D | -21.5% | -12.8% | -8.7% | -21.8% |
| 30D | -11.4% | +5.0% | -16.4% | -10.4% |
| 3M | +0.6% | +39.4% | -38.7% | +4.1% |
| 6M | +0.2% | +89.4% | -89.1% | +3.5% |
| YTD | +69.7% | +63.6% | +6.1% | +78.0% |
| 1Y | +71.6% | +83.5% | -11.9% | +70.4% |
| All | +71.6% | +85.3% | -13.8% | +70.4% |
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