-70.5%
CBRS vs SE
-13.9%
-56.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +4.5% | -10.6% | -7.2% |
| 7D | -18.4% | +6.7% | -25.1% | -19.8% |
| 30D | -49.4% | -17.2% | -32.2% | -46.9% |
| 3M | -59.6% | -28.0% | -31.5% | -56.8% |
| All | -70.5% | -13.9% | -56.6% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · Available span rolling