+190.0%
CME vs SE
+589.8%
-399.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -1.6% | -6.1% | +4.5% | -1.2% |
| 30D | +6.2% | -2.5% | +8.7% | +6.2% |
| 3M | +10.4% | +21.7% | -11.3% | +8.9% |
| 6M | -9.5% | +27.0% | -36.5% | -11.2% |
| YTD | +6.0% | -12.1% | +18.2% | +6.2% |
| 1Y | +9.3% | -40.9% | +50.2% | +12.0% |
| 3Y | +57.7% | +191.0% | -133.3% | +41.9% |
| 5Y | +77.7% | -68.3% | +146.0% | +81.9% |
| All | +190.0% | +589.8% | -399.8% | +121.4% |
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