-48.8%
SE vs CF
+35.9%
-84.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.4% | +8.8% | +3.5% |
| 7D | +6.7% | -6.9% | +13.5% | +5.3% |
| 30D | -17.2% | -3.7% | -13.5% | -17.7% |
| 3M | -28.0% | -5.0% | -23.1% | -28.6% |
| 6M | -6.1% | -10.5% | +4.4% | -7.3% |
| YTD | -37.1% | +46.5% | -83.7% | -37.6% |
| 1Y | -48.8% | +34.8% | -83.6% | -49.6% |
| All | -48.8% | +35.9% | -84.7% | -49.6% |
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