+311.1%
SPOT vs CRL
+225.1%
+86.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.6% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | +16.9% | +11.9% | +5.0% | +12.2% |
| 3M | +23.0% | +20.2% | +2.8% | +15.1% |
| 6M | +42.2% | +107.5% | -65.4% | +12.2% |
| YTD | +5.5% | +69.4% | -63.9% | -12.6% |
| 1Y | -5.1% | +99.7% | -104.8% | -25.4% |
| 3Y | +257.9% | +98.8% | +159.1% | +154.2% |
| 5Y | +118.4% | -12.4% | +130.8% | +112.5% |
| All | +311.1% | +225.1% | +86.0% | +127.5% |
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