+186.3%
SE vs CAG
-36.4%
+222.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | -6.1% | -3.8% | -2.3% | -6.2% |
| 30D | -2.5% | +3.1% | -5.6% | -2.4% |
| 3M | +21.7% | +23.5% | -1.8% | +22.9% |
| 6M | +27.0% | -14.8% | +41.8% | +24.4% |
| YTD | -12.1% | -5.4% | -6.7% | -12.8% |
| 1Y | -40.9% | -11.8% | -29.1% | -41.5% |
| All | +186.3% | -36.4% | +222.7% | +170.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling