-78.9%
SE vs CF
+125.5%
-204.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +6.2% | -11.9% | -6.1% |
| 7D | -1.2% | +0.4% | -1.6% | -1.3% |
| 30D | -21.7% | +2.2% | -23.8% | -21.8% |
| 3M | -34.2% | +2.1% | -36.3% | -34.5% |
| 6M | -10.5% | -6.5% | -3.9% | -10.4% |
| YTD | -40.7% | +55.6% | -96.3% | -45.6% |
| 1Y | -52.1% | +42.3% | -94.4% | -55.4% |
| 3Y | +68.9% | +55.7% | +13.1% | +52.8% |
| 5Y | -78.9% | +122.4% | -201.3% | -84.2% |
| All | -78.9% | +125.5% | -204.3% | -84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling