+838.1%
CLS vs SE
+65.6%
+772.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.8% |
| 7D | +16.3% | -0.5% | +16.8% | +16.4% |
| 30D | -25.7% | -20.9% | -4.7% | -19.1% |
| 3M | -30.9% | -38.9% | +8.0% | -17.4% |
| 6M | -35.5% | -19.4% | -16.1% | -31.8% |
| YTD | -18.7% | -40.9% | +22.2% | -3.7% |
| 1Y | -17.9% | -46.2% | +28.3% | +1.3% |
| 3Y | +838.1% | +63.7% | +774.4% | +778.5% |
| All | +838.1% | +65.6% | +772.5% | +778.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling