+66.7%
SNXX vs CRL
+48.0%
+18.7%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -7.3% | -8.5% | -11.4% |
| 7D | -47.8% | -12.8% | -35.0% | -42.7% |
| 30D | -66.0% | +5.0% | -71.0% | -65.4% |
| 3M | -57.5% | +39.4% | -96.8% | -62.9% |
| 6M | -66.7% | +89.4% | -156.1% | -76.7% |
| All | +66.7% | +48.0% | +18.7% | +10.6% |
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