+57.9%
CME vs SE
+197.9%
-139.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.3% |
| 7D | -1.6% | -6.1% | +4.5% | -1.7% |
| 30D | +6.2% | -2.5% | +8.7% | +6.2% |
| 3M | +10.4% | +21.7% | -11.3% | +10.7% |
| 6M | -9.5% | +27.0% | -36.5% | -9.2% |
| YTD | +6.0% | -12.1% | +18.2% | +6.3% |
| 1Y | +9.3% | -40.9% | +50.2% | +9.6% |
| All | +57.9% | +197.9% | -139.9% | +49.8% |
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 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