+1.5%
SMR vs CRL
-5.5%
+7.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.9% | -3.6% | -4.8% |
| 7D | +4.7% | -6.9% | +11.7% | +7.4% |
| 30D | +3.2% | -3.2% | +6.4% | +4.4% |
| 3M | +9.9% | +46.5% | -36.6% | -5.7% |
| 6M | -15.1% | +63.1% | -78.2% | -30.8% |
| YTD | -27.9% | +36.9% | -64.8% | -37.2% |
| 1Y | -70.2% | +78.1% | -148.4% | -76.8% |
| 3Y | +72.5% | +36.7% | +35.8% | +43.2% |
| All | +1.5% | -5.5% | +7.0% | -13.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling