-50.7%
SE vs CF
+46.5%
-97.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.3% |
| 7D | +2.0% | -3.2% | +5.2% | +1.7% |
| 30D | -20.0% | +4.3% | -24.3% | -19.0% |
| 3M | -31.8% | +2.8% | -34.6% | -31.0% |
| 6M | -15.9% | +0.6% | -16.5% | -14.7% |
| YTD | -40.6% | +56.6% | -97.3% | -38.6% |
| 1Y | -50.7% | +49.6% | -100.3% | -49.7% |
| All | -50.7% | +46.5% | -97.2% | -49.7% |
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