-81.4%
SMR vs CRL
+97.0%
-178.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.5% | -7.3% | -7.6% |
| 7D | +10.3% | +8.9% | +1.4% | +6.8% |
| 30D | -25.7% | +14.0% | -39.7% | -29.2% |
| 3M | -49.7% | +19.8% | -69.6% | -53.2% |
| 6M | -59.8% | +102.0% | -161.9% | -70.8% |
| YTD | -66.0% | +70.8% | -136.8% | -74.4% |
| 1Y | -81.4% | +98.7% | -180.2% | -87.0% |
| All | -81.4% | +97.0% | -178.4% | -87.0% |
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