+78.8%
SE vs CB
+71.0%
+7.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.4% | +3.0% |
| 7D | +3.3% | -1.5% | +4.8% | +3.5% |
| 30D | -18.2% | +6.5% | -24.7% | -18.7% |
| 3M | -31.3% | +4.1% | -35.3% | -31.6% |
| 6M | -10.1% | +14.4% | -24.5% | -11.9% |
| YTD | -38.9% | +17.5% | -56.4% | -40.3% |
| 1Y | -48.0% | +27.5% | -75.6% | -50.1% |
| 3Y | +78.8% | +71.6% | +7.2% | +50.3% |
| All | +78.8% | +71.0% | +7.8% | +50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling