-69.4%
SMR vs CRL
+66.2%
-135.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.5% | -3.1% |
| 7D | +13.1% | -4.6% | +17.7% | +14.5% |
| 30D | +17.8% | +0.5% | +17.3% | +17.5% |
| 3M | +8.1% | +46.6% | -38.5% | -4.7% |
| 6M | -11.1% | +57.3% | -68.4% | -24.6% |
| YTD | -23.7% | +39.5% | -63.2% | -34.4% |
| 1Y | -69.4% | +76.9% | -146.3% | -74.6% |
| All | -69.4% | +66.2% | -135.6% | -74.6% |
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