+7.5%
SMR vs CRL
-3.6%
+11.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.5% | -3.0% |
| 7D | +13.1% | -4.6% | +17.7% | +14.9% |
| 30D | +17.8% | +0.5% | +17.3% | +17.5% |
| 3M | +8.1% | +46.6% | -38.5% | -7.2% |
| 6M | -11.1% | +57.3% | -68.4% | -26.5% |
| YTD | -23.7% | +39.5% | -63.2% | -34.0% |
| 1Y | -69.4% | +76.9% | -146.3% | -76.1% |
| 3Y | +82.6% | +39.4% | +43.2% | +50.4% |
| All | +7.5% | -3.6% | +11.1% | -9.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling