-46.2%
SE vs CF
+50.1%
-96.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.2% |
| 7D | -0.5% | +4.8% | -5.3% | +0.6% |
| 30D | -20.9% | +4.7% | -25.6% | -19.8% |
| 3M | -38.9% | +7.4% | -46.3% | -37.6% |
| 6M | -19.4% | +0.6% | -20.0% | -18.2% |
| YTD | -40.9% | +64.1% | -105.0% | -38.4% |
| 1Y | -46.2% | +51.4% | -97.6% | -43.8% |
| All | -46.2% | +50.1% | -96.2% | -43.8% |
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