+151.5%
SPMO vs CRL
-37.6%
+189.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | 0.0% |
| 7D | +2.7% | -4.6% | +7.3% | +3.6% |
| 30D | +1.1% | +0.5% | +0.6% | +0.9% |
| 3M | +2.0% | +46.6% | -44.6% | -5.3% |
| 6M | +26.5% | +57.3% | -30.7% | +15.1% |
| YTD | +26.5% | +39.5% | -13.0% | +17.4% |
| 1Y | +27.9% | +76.9% | -48.9% | +12.7% |
| 3Y | +160.4% | +39.4% | +121.0% | +131.6% |
| 5Y | +151.5% | -37.2% | +188.7% | +159.1% |
| All | +151.5% | -37.6% | +189.1% | +159.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling