-13.1%
SM vs CRL
+99.4%
-112.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.7% | -7.4% | -3.8% |
| 7D | -22.3% | +4.4% | -26.6% | -22.9% |
| 30D | -21.4% | +17.1% | -38.4% | -24.1% |
| 3M | +1.4% | +32.1% | -30.7% | -5.1% |
| 6M | +0.1% | +98.9% | -98.8% | -16.9% |
| YTD | +59.0% | +77.1% | -18.2% | +34.9% |
| 1Y | +64.3% | +110.3% | -45.9% | +31.0% |
| 3Y | -13.1% | +108.5% | -121.6% | -33.8% |
| All | -13.1% | +99.4% | -112.5% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling