+372.3%
SE vs CG
+144.7%
+227.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | 0.0% | -0.7% |
| 7D | 0.0% | +2.0% | -1.9% | -1.1% |
| 30D | -19.4% | +8.5% | -27.9% | -23.4% |
| 3M | -33.1% | -12.1% | -21.0% | -28.7% |
| 6M | -11.4% | -16.4% | +5.0% | -3.9% |
| YTD | -39.8% | -28.0% | -11.8% | -29.9% |
| 1Y | -50.5% | -18.9% | -31.6% | -46.6% |
| 3Y | +68.9% | +51.2% | +17.6% | +11.7% |
| 5Y | -77.1% | -15.9% | -61.2% | -78.4% |
| All | +372.3% | +144.7% | +227.6% | +139.6% |
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