-67.0%
SE vs CAG
-40.6%
-26.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.2% |
| 7D | +0.6% | -5.3% | +5.9% | +0.8% |
| 30D | -0.1% | +1.0% | -1.1% | -0.2% |
| 3M | +34.1% | +17.4% | +16.8% | +33.4% |
| 6M | +23.2% | -16.8% | +40.0% | +23.0% |
| YTD | -11.2% | -6.8% | -4.4% | -11.4% |
| 1Y | -40.5% | -15.4% | -25.2% | -40.4% |
| 3Y | +196.3% | -37.1% | +233.4% | +201.5% |
| 5Y | -67.0% | -41.3% | -25.8% | -65.2% |
| All | -67.0% | -40.6% | -26.4% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling