+0.4%
SO vs CRL
+80.3%
-79.9%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.8% | -8.9% | -0.8% |
| 7D | -1.5% | -6.1% | +4.6% | -1.5% |
| 30D | +8.1% | +12.4% | -4.3% | +8.1% |
| 3M | +0.2% | +27.1% | -26.9% | +0.3% |
| 6M | +0.4% | +85.7% | -85.3% | +1.6% |
| All | +0.4% | +80.3% | -79.9% | +1.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling