+597.0%
SE vs CRL
+142.7%
+454.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +2.4% |
| 7D | +0.6% | -0.6% | +1.2% | +0.8% |
| 30D | -0.1% | +5.0% | -5.0% | -2.5% |
| 3M | +34.1% | +50.6% | -16.5% | +7.7% |
| 6M | +23.2% | +60.9% | -37.7% | -6.1% |
| YTD | -11.2% | +40.7% | -51.9% | -28.0% |
| 1Y | -40.5% | +73.3% | -113.8% | -57.8% |
| 3Y | +196.3% | +40.6% | +155.7% | +104.2% |
| 5Y | -67.0% | -37.0% | -30.1% | -61.1% |
| All | +597.0% | +142.7% | +454.2% | +250.1% |
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