+755.0%
SW vs CRL
+351.5%
+403.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +2.9% | +1.5% |
| 7D | -5.1% | -1.0% | -4.1% | -5.0% |
| 30D | -4.6% | +10.7% | -15.2% | -6.1% |
| 3M | +9.4% | +55.3% | -45.9% | +2.1% |
| 6M | +3.5% | +60.7% | -57.1% | -4.2% |
| YTD | +22.0% | +44.6% | -22.6% | +14.3% |
| 1Y | +2.2% | +77.7% | -75.5% | -7.1% |
| 3Y | +19.6% | +37.6% | -18.0% | +10.1% |
| 5Y | -2.3% | -35.8% | +33.5% | -5.6% |
| 10Y | +181.4% | +241.7% | -60.4% | +139.1% |
| All | +755.0% | +351.5% | +403.5% | +490.4% |
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 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