+597.0%
SE vs CG
+169.7%
+427.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +2.3% |
| 7D | +0.6% | -1.3% | +1.9% | +1.3% |
| 30D | -0.1% | -3.2% | +3.1% | +1.3% |
| 3M | +34.1% | +6.2% | +27.9% | +27.7% |
| 6M | +23.2% | -4.7% | +27.9% | +24.2% |
| YTD | -11.2% | -20.6% | +9.5% | -1.5% |
| 1Y | -40.5% | -26.4% | -14.2% | -32.0% |
| 3Y | +196.3% | +55.4% | +140.9% | +95.0% |
| 5Y | -67.0% | +9.8% | -76.9% | -72.9% |
| All | +597.0% | +169.7% | +427.3% | +236.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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