-68.1%
SE vs CRL
-35.5%
-32.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.2% |
| 7D | -6.1% | -1.0% | -5.1% | -5.7% |
| 30D | -2.5% | +10.7% | -13.1% | -6.5% |
| 3M | +21.7% | +55.3% | -33.6% | +0.1% |
| 6M | +27.0% | +60.7% | -33.7% | +1.6% |
| YTD | -12.1% | +44.6% | -56.8% | -26.9% |
| 1Y | -40.9% | +77.7% | -118.7% | -56.0% |
| 3Y | +191.0% | +37.6% | +153.4% | +119.5% |
| All | -68.1% | -35.5% | -32.5% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling