-40.9%
SE vs CF
+62.4%
-103.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -1.4% |
| 7D | -6.1% | +6.0% | -12.1% | -5.1% |
| 30D | -2.5% | +14.8% | -17.3% | -0.1% |
| 3M | +21.7% | +14.1% | +7.7% | +24.8% |
| 6M | +27.0% | +28.5% | -1.5% | +27.9% |
| YTD | -12.1% | +74.9% | -87.1% | -13.0% |
| 1Y | -40.9% | +61.7% | -102.6% | -40.3% |
| All | -40.9% | +62.4% | -103.3% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling