+365.7%
SE vs CRL
+191.8%
+173.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.8% | -7.7% | -3.6% |
| 7D | +2.0% | -6.1% | +8.1% | +4.4% |
| 30D | -20.0% | +12.4% | -32.4% | -25.6% |
| 3M | -31.8% | +27.1% | -58.9% | -40.7% |
| 6M | -15.9% | +85.7% | -101.6% | -40.7% |
| YTD | -40.6% | +69.2% | -109.8% | -56.9% |
| 1Y | -50.7% | +97.5% | -148.2% | -67.4% |
| 3Y | +70.3% | +86.1% | -15.8% | -1.5% |
| 5Y | -78.8% | -10.0% | -68.8% | -79.7% |
| All | +365.7% | +191.8% | +173.9% | +109.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling