+192.9%
SO vs CRL
+354.1%
-161.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.4% |
| 7D | -0.9% | +8.9% | -9.8% | -2.0% |
| 30D | +4.9% | +14.0% | -9.0% | +3.0% |
| 3M | +0.8% | +19.8% | -19.1% | -1.8% |
| 6M | +0.6% | +102.0% | -101.5% | -8.5% |
| YTD | +8.7% | +70.8% | -62.2% | +0.3% |
| 1Y | +4.0% | +98.7% | -94.8% | -6.1% |
| 3Y | +50.6% | +98.2% | -47.6% | +30.5% |
| 5Y | +77.5% | -11.7% | +89.2% | +79.3% |
| All | +192.9% | +354.1% | -161.2% | +111.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling