+186.9%
CME vs SE
+597.4%
-410.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.1% |
| 7D | -2.9% | +0.6% | -3.5% | -2.9% |
| 30D | +5.5% | -0.1% | +5.6% | +5.4% |
| 3M | +11.0% | +34.1% | -23.2% | +8.8% |
| 6M | -9.7% | +23.2% | -32.9% | -11.2% |
| YTD | +4.9% | -11.2% | +16.0% | +5.0% |
| 1Y | +10.1% | -40.5% | +50.6% | +12.8% |
| 3Y | +53.5% | +196.3% | -142.8% | +38.0% |
| 5Y | +77.2% | -67.0% | +144.2% | +80.8% |
| All | +186.9% | +597.4% | -410.6% | +118.8% |
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