-63.2%
SPCH vs CRL
+72.4%
-135.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -7.3% | -0.3% | -2.7% |
| 7D | -13.4% | -12.8% | -0.6% | -5.0% |
| 30D | -39.6% | +5.0% | -44.6% | -40.7% |
| 3M | -1.4% | +39.4% | -40.8% | -11.5% |
| All | -63.2% | +72.4% | -135.6% | -75.2% |
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 · Available span rolling