-0.8%
CRM vs SE
-67.6%
+66.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +33.2% |
| 3M | +48.8% | +24.0% | +24.8% | +41.0% |
| 6M | +28.3% | +21.0% | +7.3% | +21.2% |
| YTD | -6.0% | -16.7% | +10.7% | -4.0% |
| 1Y | +1.4% | -45.9% | +47.4% | +13.7% |
| 3Y | +11.8% | +177.8% | -166.0% | -18.1% |
| All | -0.8% | -67.6% | +66.8% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling