-78.0%
SE vs CF
+120.6%
-198.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | +2.0% | -3.2% | +5.2% | +2.2% |
| 30D | -20.0% | +4.3% | -24.3% | -20.3% |
| 3M | -31.8% | +2.8% | -34.6% | -32.2% |
| 6M | -15.9% | +0.6% | -16.5% | -16.3% |
| YTD | -40.6% | +56.6% | -97.3% | -45.7% |
| 1Y | -50.7% | +49.6% | -100.3% | -54.6% |
| 3Y | +70.3% | +61.5% | +8.8% | +53.0% |
| All | -78.0% | +120.6% | -198.6% | -83.8% |
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 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