+365.7%
SE vs CAG
-34.2%
+399.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.3% |
| 7D | +2.0% | +5.8% | -3.8% | +1.3% |
| 30D | -20.0% | +16.4% | -36.4% | -21.6% |
| 3M | -31.8% | +3.8% | -35.6% | -32.2% |
| 6M | -15.9% | +10.8% | -26.7% | -17.2% |
| YTD | -40.6% | -5.8% | -34.8% | -40.6% |
| 1Y | -50.7% | -2.4% | -48.3% | -51.0% |
| 3Y | +70.3% | -33.4% | +103.7% | +77.2% |
| 5Y | -78.8% | -39.4% | -39.4% | -77.7% |
| All | +365.7% | -34.2% | +399.9% | +326.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling