-48.8%
SE vs CRL
+85.3%
-134.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -7.3% | +11.7% | +5.5% |
| 7D | +6.7% | -12.8% | +19.4% | +8.8% |
| 30D | -17.2% | +5.0% | -22.2% | -18.3% |
| 3M | -28.0% | +39.4% | -67.4% | -33.0% |
| 6M | -6.1% | +89.4% | -95.5% | -18.4% |
| YTD | -37.1% | +63.6% | -100.7% | -45.4% |
| 1Y | -48.8% | +83.5% | -132.2% | -53.5% |
| All | -48.8% | +85.3% | -134.1% | -53.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling