+372.3%
SE vs CRL
+199.0%
+173.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.5% |
| 7D | 0.0% | -1.7% | +1.8% | +0.4% |
| 30D | -19.4% | +14.6% | -34.0% | -25.7% |
| 3M | -33.1% | +24.8% | -57.9% | -41.3% |
| 6M | -11.4% | +94.7% | -106.1% | -39.1% |
| YTD | -39.8% | +73.4% | -113.1% | -56.8% |
| 1Y | -50.5% | +104.7% | -155.1% | -67.8% |
| 3Y | +68.9% | +101.1% | -32.2% | -7.1% |
| 5Y | -77.1% | -10.8% | -66.3% | -77.9% |
| All | +372.3% | +199.0% | +173.3% | +109.8% |
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