+264.0%
SPOT vs CRL
+177.5%
+86.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.7% |
| 7D | -0.9% | -1.0% | +0.1% | -0.6% |
| 30D | +12.5% | +10.7% | +1.8% | +9.1% |
| 3M | +9.9% | +55.3% | -45.4% | -4.1% |
| 6M | +1.6% | +60.7% | -59.1% | -13.4% |
| YTD | -6.6% | +44.6% | -51.2% | -18.0% |
| 1Y | -22.9% | +77.7% | -100.7% | -37.3% |
| 3Y | +244.3% | +37.6% | +206.6% | +182.7% |
| 5Y | +117.8% | -35.8% | +153.6% | +137.5% |
| All | +264.0% | +177.5% | +86.5% | +113.3% |
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