+12.5%
SM vs CRL
+241.6%
-229.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.7% | +6.3% | +4.8% |
| 7D | -0.2% | -0.6% | +0.4% | 0.0% |
| 30D | +31.5% | +5.0% | +26.6% | +28.7% |
| 3M | +17.3% | +50.6% | -33.3% | -4.3% |
| 6M | +48.5% | +60.9% | -12.4% | +14.3% |
| YTD | +106.3% | +40.7% | +65.5% | +67.3% |
| 1Y | +47.3% | +73.3% | -26.0% | +6.3% |
| 3Y | -1.4% | +40.6% | -42.0% | -27.8% |
| 5Y | +114.0% | -37.0% | +151.0% | +143.3% |
| 10Y | +12.5% | +244.3% | -231.8% | -50.8% |
| All | +12.5% | +241.6% | -229.1% | -50.8% |
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