+568.6%
SE vs CAG
-35.5%
+604.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.9% |
| 7D | -3.6% | -6.6% | +3.0% | -2.8% |
| 30D | -5.3% | +2.3% | -7.6% | -5.6% |
| 3M | +28.1% | +16.3% | +11.8% | +25.5% |
| 6M | +20.7% | -16.0% | +36.7% | +23.0% |
| YTD | -14.8% | -7.7% | -7.1% | -14.4% |
| 1Y | -43.6% | -16.0% | -27.5% | -42.6% |
| 3Y | +184.2% | -37.7% | +221.9% | +199.1% |
| 5Y | -66.3% | -41.2% | -25.1% | -64.4% |
| All | +568.6% | -35.5% | +604.0% | +514.0% |
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