+11.5%
SPMO vs CRL
+85.3%
-73.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.3% | +6.4% | +0.1% |
| 7D | -8.9% | -12.8% | +3.9% | -7.3% |
| 30D | -13.8% | +5.0% | -18.8% | -14.2% |
| 3M | -12.5% | +39.4% | -51.9% | -15.8% |
| 6M | -1.5% | +89.4% | -90.8% | -9.1% |
| YTD | +11.3% | +63.6% | -52.3% | +3.7% |
| 1Y | +11.5% | +83.5% | -72.0% | +2.8% |
| All | +11.5% | +85.3% | -73.9% | +2.8% |
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