+11.1%
SMR vs CRL
-2.8%
+13.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -2.7% | +17.9% | +16.2% |
| 7D | +21.4% | -0.6% | +21.9% | +21.5% |
| 30D | +13.8% | +5.0% | +8.9% | +11.7% |
| 3M | +3.9% | +50.6% | -46.7% | -11.8% |
| 6M | -4.2% | +60.9% | -65.1% | -21.5% |
| YTD | -21.1% | +40.7% | -61.8% | -31.9% |
| 1Y | -67.1% | +73.3% | -140.4% | -74.1% |
| 3Y | +88.9% | +40.6% | +48.3% | +55.1% |
| All | +11.1% | -2.8% | +13.9% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling