+439.5%
SN vs CRL
+60.0%
+379.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.8% | -5.1% | +0.2% |
| 7D | +7.2% | -6.1% | +13.3% | +8.9% |
| 30D | +20.4% | +12.4% | +8.0% | +15.0% |
| 3M | +23.9% | +27.1% | -3.2% | +13.2% |
| 6M | +93.0% | +85.7% | +7.3% | +55.1% |
| YTD | +99.2% | +69.2% | +30.0% | +63.1% |
| 1Y | +142.6% | +97.5% | +45.1% | +88.8% |
| 3Y | +398.8% | +86.1% | +312.7% | +268.1% |
| All | +439.5% | +60.0% | +379.4% | +301.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling