+151.1%
CRM vs SE
+569.0%
-417.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -1.1% |
| 7D | -5.0% | -3.6% | -1.3% | -4.2% |
| 30D | +23.6% | -5.3% | +28.9% | +24.5% |
| 3M | +39.6% | +28.1% | +11.5% | +31.1% |
| 6M | +23.4% | +20.7% | +2.8% | +16.6% |
| YTD | -7.4% | -14.8% | +7.4% | -6.0% |
| 1Y | -2.3% | -43.6% | +41.3% | +8.4% |
| 3Y | +10.5% | +184.2% | -173.7% | -19.5% |
| 5Y | -4.7% | -66.3% | +61.6% | +3.0% |
| All | +151.1% | +569.0% | -417.8% | +31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling