+47.9%
SO vs CRL
+86.4%
-38.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.8% | -8.9% | -1.1% |
| 7D | -1.5% | -6.1% | +4.6% | -1.4% |
| 30D | +8.1% | +12.4% | -4.3% | +8.0% |
| 3M | +0.2% | +27.1% | -26.9% | 0.0% |
| 6M | +0.4% | +85.7% | -85.3% | 0.0% |
| YTD | +8.5% | +69.2% | -60.7% | +8.1% |
| 1Y | +4.9% | +97.5% | -92.6% | +4.2% |
| 3Y | +47.9% | +86.1% | -38.2% | +41.0% |
| All | +47.9% | +86.4% | -38.5% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling