+365.1%
SE vs CB
+178.9%
+186.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.7% | -5.0% | -5.5% |
| 7D | -1.2% | +2.6% | -3.8% | -1.9% |
| 30D | -21.7% | +11.2% | -32.8% | -24.2% |
| 3M | -34.2% | +5.7% | -39.9% | -35.4% |
| 6M | -10.5% | +15.9% | -26.4% | -15.0% |
| YTD | -40.7% | +20.2% | -60.9% | -44.4% |
| 1Y | -52.1% | +32.4% | -84.5% | -56.6% |
| 3Y | +68.9% | +75.5% | -6.6% | +37.4% |
| 5Y | -78.9% | +105.5% | -184.4% | -83.7% |
| All | +365.1% | +178.9% | +186.2% | +197.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling