+1,712.4%
CLS vs SE
+379.8%
+1,332.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.9% | +4.9% | +7.3% |
| 7D | -10.6% | +3.3% | -13.8% | -11.1% |
| 30D | -38.4% | -18.2% | -20.3% | -36.0% |
| 3M | -29.9% | -31.3% | +1.4% | -24.9% |
| 6M | -40.6% | -10.1% | -30.5% | -40.0% |
| YTD | -24.6% | -38.9% | +14.3% | -18.2% |
| 1Y | -30.8% | -48.0% | +17.2% | -22.5% |
| 3Y | +811.7% | +78.8% | +732.9% | +728.3% |
| 5Y | +1,838.4% | -77.1% | +1,915.6% | +2,070.2% |
| All | +1,712.4% | +379.8% | +1,332.6% | +1,358.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling