+3.0%
SM vs CRL
+353.6%
-350.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.6% | +2.3% |
| 7D | -19.5% | -1.7% | -17.8% | -18.8% |
| 30D | -20.2% | +14.6% | -34.8% | -25.0% |
| 3M | -6.5% | +24.8% | -31.3% | -15.9% |
| 6M | +1.6% | +94.7% | -93.1% | -27.1% |
| YTD | +61.2% | +73.4% | -12.1% | +18.7% |
| 1Y | +65.4% | +104.7% | -39.3% | +11.8% |
| 3Y | -13.0% | +101.1% | -114.1% | -46.5% |
| 5Y | -4.3% | -10.8% | +6.5% | -9.1% |
| 10Y | +3.0% | +358.8% | -355.8% | -52.9% |
| All | +3.0% | +353.6% | -350.6% | -52.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling