+24.5%
SPMO vs CRL
+73.3%
-48.8%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.6% |
| 7D | +0.1% | -6.9% | +7.0% | +0.8% |
| 30D | -0.7% | -3.2% | +2.5% | -0.4% |
| 3M | +2.8% | +46.5% | -43.7% | -1.7% |
| 6M | +24.4% | +63.1% | -38.7% | +16.8% |
| YTD | +24.2% | +36.9% | -12.7% | +18.4% |
| 1Y | +24.5% | +78.1% | -53.6% | +16.9% |
| All | +24.5% | +73.3% | -48.8% | +16.9% |
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