+220.2%
CME vs SE
+372.6%
-152.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.6% |
| 7D | +1.7% | 0.0% | +1.6% | +1.6% |
| 30D | +10.2% | -19.4% | +29.5% | +11.4% |
| 3M | +17.8% | -33.1% | +50.9% | +20.1% |
| 6M | +11.0% | -11.4% | +22.4% | +11.1% |
| YTD | +17.0% | -39.8% | +56.8% | +19.6% |
| 1Y | +15.8% | -50.5% | +66.3% | +19.7% |
| 3Y | +61.8% | +68.9% | -7.1% | +50.6% |
| 5Y | +72.5% | -77.1% | +149.6% | +79.5% |
| All | +220.2% | +372.6% | -152.4% | +149.3% |
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 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