+154.8%
CRM vs SE
+553.8%
-399.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.3% | +2.2% |
| 7D | -4.4% | -5.2% | +0.8% | -3.3% |
| 30D | +28.1% | -17.1% | +45.2% | +33.3% |
| 3M | +48.8% | +24.0% | +24.8% | +40.8% |
| 6M | +28.3% | +21.0% | +7.3% | +21.1% |
| YTD | -6.0% | -16.7% | +10.7% | -4.1% |
| 1Y | +1.4% | -45.9% | +47.4% | +13.7% |
| 3Y | +11.8% | +177.8% | -166.0% | -18.2% |
| 5Y | -2.0% | -67.4% | +65.3% | +6.7% |
| All | +154.8% | +553.8% | -399.0% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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