+226.8%
CME vs SE
+358.6%
-131.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +2.7% | -1.5% | +4.2% | +2.8% |
| 30D | +13.5% | -22.3% | +35.8% | +15.0% |
| 3M | +20.9% | -41.8% | +62.7% | +24.4% |
| 6M | +11.5% | -22.4% | +33.9% | +12.6% |
| YTD | +19.5% | -41.6% | +61.1% | +22.3% |
| 1Y | +17.2% | -48.0% | +65.2% | +20.8% |
| 3Y | +65.1% | +63.9% | +1.3% | +54.0% |
| 5Y | +73.1% | -78.2% | +151.3% | +80.7% |
| All | +226.8% | +358.6% | -131.8% | +154.8% |
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