+573.2%
SPMO vs CRL
+339.9%
+233.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.2% | +2.0% |
| 7D | +2.0% | -1.0% | +3.0% | +2.3% |
| 30D | -0.4% | +10.7% | -11.0% | -3.1% |
| 3M | -1.9% | +55.3% | -57.2% | -13.3% |
| 6M | +25.0% | +60.7% | -35.6% | +8.3% |
| YTD | +26.0% | +44.6% | -18.6% | +11.8% |
| 1Y | +28.7% | +77.7% | -49.1% | +6.9% |
| 3Y | +160.9% | +37.6% | +123.3% | +120.9% |
| 5Y | +147.9% | -35.8% | +183.7% | +166.1% |
| 10Y | +518.9% | +241.7% | +277.2% | +281.7% |
| All | +573.2% | +339.9% | +233.4% | +312.0% |
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