+434.8%
SN vs CRL
+99.6%
+335.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.4% | -2.8% |
| 7D | +1.4% | +8.9% | -7.5% | -1.4% |
| 30D | +16.6% | +14.0% | +2.6% | +10.7% |
| 3M | +18.3% | +19.8% | -1.6% | +10.1% |
| 6M | +103.1% | +102.0% | +1.0% | +57.9% |
| YTD | +96.7% | +70.8% | +25.9% | +59.8% |
| 1Y | +134.3% | +98.7% | +35.6% | +81.1% |
| All | +434.8% | +99.6% | +335.2% | +280.3% |
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 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