+35.1%
CLS vs SE
-41.4%
+76.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.1% | +4.5% | +5.3% |
| 7D | +12.8% | +0.6% | +12.2% | +12.6% |
| 30D | +3.8% | -0.1% | +3.9% | +3.0% |
| 3M | -14.6% | +34.1% | -48.8% | -22.4% |
| 6M | +32.2% | +23.2% | +9.0% | +22.2% |
| YTD | +11.6% | -11.2% | +22.8% | +17.0% |
| 1Y | +35.1% | -40.5% | +75.6% | +41.6% |
| All | +35.1% | -41.4% | +76.4% | +41.6% |
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