+432.9%
SNXX vs CRL
+30.8%
+402.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.7% | +25.0% | +24.1% |
| 7D | +34.9% | -1.0% | +35.9% | +35.3% |
| 30D | +52.5% | +10.7% | +41.9% | +44.6% |
| 3M | -41.3% | +55.3% | -96.6% | -56.0% |
| 6M | +293.8% | +60.7% | +233.1% | +180.2% |
| All | +432.9% | +30.8% | +402.1% | +259.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling