+19.6%
SW vs CRL
+38.0%
-18.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +2.9% | +1.7% |
| 7D | -5.1% | -1.0% | -4.1% | -4.8% |
| 30D | -4.6% | +10.7% | -15.2% | -7.4% |
| 3M | +9.4% | +55.3% | -45.9% | -4.2% |
| 6M | +3.5% | +60.7% | -57.1% | -11.1% |
| YTD | +22.0% | +44.6% | -22.6% | +7.7% |
| 1Y | +2.2% | +77.7% | -75.5% | -15.6% |
| All | +19.6% | +38.0% | -18.4% | +4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling