+47.3%
SM vs CRL
+72.1%
-24.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.7% | +6.3% | +3.5% |
| 7D | -0.2% | -0.6% | +0.4% | -0.2% |
| 30D | +31.5% | +5.0% | +26.6% | +31.7% |
| 3M | +17.3% | +50.6% | -33.3% | +17.8% |
| 6M | +48.5% | +60.9% | -12.4% | +48.5% |
| YTD | +106.3% | +40.7% | +65.5% | +109.6% |
| 1Y | +47.3% | +73.3% | -26.0% | +44.5% |
| All | +47.3% | +72.1% | -24.8% | +44.5% |
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