-29.6%
CLS vs SE
-48.0%
+18.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +4.5% | -13.5% | -10.4% |
| 7D | -21.1% | +6.7% | -27.8% | -22.8% |
| 30D | -38.2% | -17.2% | -21.0% | -34.8% |
| 3M | -36.3% | -28.0% | -8.3% | -30.7% |
| 6M | -43.8% | -6.1% | -37.7% | -45.1% |
| YTD | -20.0% | -37.1% | +17.1% | -2.3% |
| 1Y | -29.6% | -48.8% | +19.2% | +7.1% |
| All | -29.6% | -48.0% | +18.4% | +7.1% |
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 · 6 months rolling