+363.5%
SE vs CF
+326.0%
+37.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.5% | +4.8% | -5.3% | -1.3% |
| 30D | -20.9% | +4.7% | -25.6% | -21.7% |
| 3M | -38.9% | +7.4% | -46.3% | -40.0% |
| 6M | -19.4% | +0.6% | -20.0% | -20.3% |
| YTD | -40.9% | +64.1% | -105.0% | -48.6% |
| 1Y | -46.2% | +51.4% | -97.6% | -52.4% |
| 3Y | +63.7% | +67.8% | -4.1% | +39.1% |
| 5Y | -77.9% | +114.1% | -192.0% | -83.3% |
| All | +363.5% | +326.0% | +37.5% | +152.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling