+363.5%
SE vs CAG
-36.4%
+399.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.0% |
| 7D | -0.5% | -3.3% | +2.9% | -0.1% |
| 30D | -20.9% | +7.7% | -28.6% | -21.8% |
| 3M | -38.9% | -3.2% | -35.7% | -38.8% |
| 6M | -19.4% | +7.0% | -26.4% | -20.4% |
| YTD | -40.9% | -9.0% | -31.9% | -40.6% |
| 1Y | -46.2% | -9.6% | -36.6% | -45.9% |
| 3Y | +63.7% | -36.0% | +99.7% | +71.2% |
| 5Y | -77.9% | -40.9% | -37.1% | -76.7% |
| All | +363.5% | -36.4% | +399.8% | +325.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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