-78.0%
SE vs CB
+101.1%
-179.1%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.7% |
| 7D | +2.0% | +0.2% | +1.8% | +2.0% |
| 30D | -20.0% | +9.1% | -29.1% | -22.4% |
| 3M | -31.8% | +3.4% | -35.2% | -32.6% |
| 6M | -15.9% | +14.1% | -30.0% | -20.3% |
| YTD | -40.6% | +18.0% | -58.7% | -44.6% |
| 1Y | -50.7% | +30.1% | -80.8% | -55.9% |
| 3Y | +70.3% | +71.8% | -1.5% | +28.9% |
| All | -78.0% | +101.1% | -179.1% | -84.8% |
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