+185.4%
SW vs CRL
+351.4%
-166.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -0.7% |
| 7D | +4.7% | -16.8% | +21.4% | +8.4% |
| 30D | +5.0% | +2.6% | +2.4% | +3.9% |
| 3M | -7.3% | +20.1% | -27.4% | -11.4% |
| 6M | +15.0% | +68.8% | -53.9% | +1.8% |
| YTD | +18.5% | +56.9% | -38.4% | +5.7% |
| 1Y | +27.1% | +86.7% | -59.5% | +9.3% |
| 3Y | +49.3% | +72.1% | -22.8% | +27.0% |
| 5Y | -1.6% | -16.6% | +14.9% | -9.8% |
| All | +185.4% | +351.4% | -166.0% | +118.4% |
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