-35.3%
CLS vs SE
-49.0%
+13.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.9% | +4.9% | +6.9% |
| 7D | -10.6% | +3.3% | -13.8% | -11.3% |
| 30D | -38.4% | -18.2% | -20.3% | -34.8% |
| 3M | -29.9% | -31.3% | +1.4% | -22.8% |
| 6M | -40.6% | -10.1% | -30.5% | -40.8% |
| YTD | -24.6% | -38.9% | +14.3% | -8.4% |
| All | -35.3% | -49.0% | +13.7% | -6.9% |
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