+348.8%
SM vs CRL
+1,379.5%
-1,030.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.9% | -1.9% |
| 7D | +0.1% | -1.0% | +1.1% | +0.4% |
| 30D | +26.3% | +10.7% | +15.7% | +21.7% |
| 3M | +8.7% | +55.3% | -46.6% | -9.4% |
| 6M | +51.7% | +60.7% | -9.0% | +22.2% |
| YTD | +99.0% | +44.6% | +54.4% | +65.5% |
| 1Y | +34.6% | +77.7% | -43.2% | +2.3% |
| 3Y | -7.8% | +37.6% | -45.4% | -26.9% |
| 5Y | +104.8% | -35.8% | +140.6% | +111.3% |
| 10Y | +7.2% | +241.7% | -234.5% | -39.8% |
| All | +348.8% | +1,379.5% | -1,030.7% | +89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling