+448.0%
SNXX vs CRL
+26.2%
+421.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.6% | +3.2% |
| 7D | +27.3% | -4.6% | +31.9% | +29.8% |
| 30D | +89.3% | +0.5% | +88.8% | +88.2% |
| 3M | -29.6% | +46.6% | -76.2% | -45.8% |
| 6M | +324.4% | +57.3% | +267.2% | +207.1% |
| All | +448.0% | +26.2% | +421.7% | +275.3% |
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 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