+216.9%
CME vs SE
+366.0%
-149.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.4% |
| 7D | +0.9% | +2.0% | -1.1% | +0.8% |
| 30D | +13.2% | -20.0% | +33.2% | +14.5% |
| 3M | +16.3% | -31.8% | +48.0% | +18.5% |
| 6M | +7.1% | -15.9% | +23.0% | +7.6% |
| YTD | +15.8% | -40.6% | +56.5% | +18.5% |
| 1Y | +17.1% | -50.7% | +67.8% | +21.0% |
| 3Y | +63.2% | +70.3% | -7.1% | +51.7% |
| 5Y | +70.2% | -78.8% | +149.0% | +78.3% |
| All | +216.9% | +366.0% | -149.2% | +146.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling