-73.1%
SMR vs CRL
+78.8%
-151.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | 0.0% |
| 7D | +4.4% | -1.0% | +5.4% | +4.7% |
| 30D | +3.4% | +10.7% | -7.2% | +0.5% |
| 3M | -19.2% | +55.3% | -74.4% | -29.6% |
| 6M | -22.6% | +60.7% | -83.3% | -34.3% |
| YTD | -31.5% | +44.6% | -76.2% | -41.5% |
| 1Y | -73.1% | +77.7% | -150.8% | -77.3% |
| All | -73.1% | +78.8% | -151.9% | -77.3% |
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 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