+358.3%
SE vs CRL
+194.7%
+163.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +1.0% |
| 7D | -1.5% | +8.9% | -10.3% | -5.6% |
| 30D | -22.3% | +14.0% | -36.3% | -28.3% |
| 3M | -41.8% | +19.8% | -61.7% | -47.9% |
| 6M | -22.4% | +102.0% | -124.4% | -47.6% |
| YTD | -41.6% | +70.8% | -112.4% | -57.8% |
| 1Y | -48.0% | +98.7% | -146.7% | -65.6% |
| 3Y | +63.9% | +98.2% | -34.3% | -9.2% |
| 5Y | -78.2% | -11.7% | -66.5% | -78.8% |
| All | +358.3% | +194.7% | +163.6% | +105.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling