+51.6%
SW vs CRL
+80.2%
-28.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -7.3% | +11.3% | +5.9% |
| 7D | +12.1% | -12.8% | +24.8% | +15.7% |
| 30D | +6.6% | +5.0% | +1.6% | +4.4% |
| 3M | -6.0% | +39.4% | -45.4% | -15.3% |
| 6M | +21.5% | +89.4% | -67.9% | -0.3% |
| YTD | +20.3% | +63.6% | -43.2% | +2.0% |
| 1Y | +28.1% | +83.5% | -55.3% | +4.6% |
| All | +51.6% | +80.2% | -28.7% | +20.9% |
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