+45.4%
SMR vs CRL
+38.6%
+6.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.9% | -17.6% | -16.5% |
| 7D | -11.2% | -3.5% | -7.7% | -10.1% |
| 30D | -10.2% | -2.1% | -8.1% | -9.5% |
| 3M | -10.0% | +48.0% | -58.0% | -25.6% |
| 6M | -30.5% | +64.7% | -95.2% | -46.1% |
| YTD | -39.2% | +39.5% | -78.7% | -49.1% |
| 1Y | -75.5% | +74.2% | -149.7% | -81.9% |
| 3Y | +45.4% | +39.4% | +6.1% | -5.0% |
| All | +45.4% | +38.6% | +6.8% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling