-78.0%
SE vs CB
+107.6%
-185.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | +0.1% | +0.8% |
| 7D | -0.5% | +2.9% | -3.4% | -1.5% |
| 30D | -20.9% | +7.3% | -28.2% | -22.8% |
| 3M | -38.9% | +9.4% | -48.3% | -40.8% |
| 6M | -19.4% | +19.6% | -39.1% | -25.0% |
| YTD | -40.9% | +21.5% | -62.4% | -45.4% |
| 1Y | -46.2% | +28.0% | -74.2% | -51.4% |
| 3Y | +63.7% | +74.9% | -11.2% | +23.4% |
| All | -78.0% | +107.6% | -185.6% | -85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling