+66.4%
CME vs SE
+65.6%
+0.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.8% |
| 7D | +3.9% | -0.5% | +4.4% | +3.9% |
| 30D | +11.3% | -20.9% | +32.3% | +10.9% |
| 3M | +19.6% | -38.9% | +58.4% | +18.6% |
| 6M | +8.1% | -19.4% | +27.5% | +7.7% |
| YTD | +20.4% | -40.9% | +61.3% | +20.0% |
| 1Y | +16.5% | -46.2% | +62.7% | +16.1% |
| 3Y | +66.4% | +63.7% | +2.7% | +54.5% |
| All | +66.4% | +65.6% | +0.8% | +54.5% |
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