+1.2%
SO vs CRL
+72.1%
-70.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +0.9% |
| 7D | +1.0% | -0.6% | +1.6% | +1.0% |
| 30D | -3.2% | +5.0% | -8.2% | -3.0% |
| 3M | -1.7% | +50.6% | -52.3% | -0.4% |
| 6M | -7.2% | +60.9% | -68.1% | -5.5% |
| YTD | +4.6% | +40.7% | -36.2% | +5.5% |
| 1Y | +1.2% | +73.3% | -72.1% | +2.9% |
| All | +1.2% | +72.1% | -70.9% | +2.9% |
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