+252.8%
SPOT vs CRL
+167.7%
+85.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.2% | +0.2% |
| 7D | -3.1% | -3.5% | +0.5% | -2.1% |
| 30D | +7.4% | -2.1% | +9.5% | +7.9% |
| 3M | +8.2% | +48.0% | -39.8% | -4.3% |
| 6M | +2.2% | +64.7% | -62.5% | -13.5% |
| YTD | -9.5% | +39.5% | -49.0% | -19.7% |
| 1Y | -23.8% | +74.2% | -98.0% | -37.6% |
| 3Y | +233.5% | +39.4% | +194.1% | +170.9% |
| 5Y | +112.2% | -36.9% | +149.1% | +131.9% |
| All | +252.8% | +167.7% | +85.1% | +108.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling