+372.3%
SE vs CB
+177.0%
+195.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.0% | -2.0% |
| 7D | 0.0% | +0.7% | -0.7% | -0.2% |
| 30D | -19.4% | +8.2% | -27.6% | -21.3% |
| 3M | -33.1% | +6.3% | -39.4% | -34.5% |
| 6M | -11.4% | +16.2% | -27.6% | -16.0% |
| YTD | -39.8% | +19.3% | -59.1% | -43.5% |
| 1Y | -50.5% | +29.2% | -79.7% | -54.8% |
| 3Y | +68.9% | +71.4% | -2.6% | +38.4% |
| 5Y | -77.1% | +104.2% | -181.3% | -82.3% |
| All | +372.3% | +177.0% | +195.3% | +202.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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