+149.8%
SMR vs CRL
+102.9%
+46.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.2% |
| 7D | -2.8% | -1.7% | -1.1% | -1.8% |
| 30D | -27.5% | +14.6% | -42.1% | -31.0% |
| 3M | -43.1% | +24.8% | -68.0% | -47.8% |
| 6M | -58.4% | +94.7% | -153.1% | -68.6% |
| YTD | -63.2% | +73.4% | -136.5% | -70.9% |
| 1Y | -81.6% | +104.7% | -186.3% | -86.5% |
| 3Y | +149.8% | +101.1% | +48.7% | +53.2% |
| All | +149.8% | +102.9% | +46.9% | +53.2% |
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