+449.1%
SN vs CRL
+62.5%
+386.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | +3.5% | +5.0% | -1.5% | +1.8% |
| 30D | +19.4% | +13.5% | +5.9% | +13.7% |
| 3M | +20.9% | +21.5% | -0.6% | +12.2% |
| 6M | +111.1% | +103.4% | +7.7% | +64.7% |
| YTD | +102.8% | +71.8% | +31.0% | +65.2% |
| 1Y | +146.2% | +97.5% | +48.7% | +91.7% |
| 3Y | +441.4% | +99.2% | +342.2% | +293.2% |
| All | +449.1% | +62.5% | +386.6% | +307.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling