+732.7%
CLS vs SE
+64.9%
+667.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -22.2% | +2.0% | -24.2% | -22.7% |
| 30D | -44.4% | -20.0% | -24.4% | -39.6% |
| 3M | -34.3% | -31.8% | -2.5% | -25.3% |
| 6M | -50.1% | -15.9% | -34.2% | -48.3% |
| YTD | -30.1% | -40.6% | +10.6% | -17.1% |
| 1Y | -39.3% | -50.7% | +11.3% | -22.1% |
| 3Y | +732.7% | +70.3% | +662.4% | +677.3% |
| All | +732.7% | +64.9% | +667.8% | +677.3% |
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