+1,877.5%
SO vs CRL
+1,630.9%
+246.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.8% | -8.9% | -1.9% |
| 7D | -1.5% | -6.1% | +4.6% | -0.9% |
| 30D | +8.1% | +12.4% | -4.3% | +6.5% |
| 3M | +0.2% | +27.1% | -26.9% | -2.6% |
| 6M | +0.4% | +85.7% | -85.3% | -6.6% |
| YTD | +8.5% | +69.2% | -60.7% | +1.4% |
| 1Y | +4.9% | +97.5% | -92.6% | -3.6% |
| 3Y | +47.9% | +86.1% | -38.2% | +33.1% |
| 5Y | +75.7% | -10.0% | +85.7% | +70.1% |
| 10Y | +178.0% | +395.0% | -217.0% | +117.6% |
| All | +1,877.5% | +1,630.9% | +246.7% | +1,255.5% |
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