+106.1%
SM vs CRL
-35.5%
+141.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.9% | -2.0% |
| 7D | +0.1% | -1.0% | +1.1% | +0.4% |
| 30D | +26.3% | +10.7% | +15.7% | +22.7% |
| 3M | +8.7% | +55.3% | -46.6% | -5.8% |
| 6M | +51.7% | +60.7% | -9.0% | +27.9% |
| YTD | +99.0% | +44.6% | +54.4% | +72.8% |
| 1Y | +34.6% | +77.7% | -43.2% | +7.6% |
| 3Y | -7.8% | +37.6% | -45.4% | -24.0% |
| All | +106.1% | -35.5% | +141.7% | +108.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling