-5.9%
SM vs CRL
+42.4%
-48.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.9% | -2.1% |
| 7D | +0.1% | -1.0% | +1.1% | +0.3% |
| 30D | +26.3% | +10.7% | +15.7% | +23.4% |
| 3M | +8.7% | +55.3% | -46.6% | -3.5% |
| 6M | +51.7% | +60.7% | -9.0% | +31.6% |
| YTD | +99.0% | +44.6% | +54.4% | +77.6% |
| 1Y | +34.6% | +77.7% | -43.2% | +11.1% |
| All | -5.9% | +42.4% | -48.3% | -24.8% |
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