+363.5%
SE vs CG
+133.4%
+230.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.5% |
| 7D | -0.5% | +0.2% | -0.7% | -0.7% |
| 30D | -20.9% | +11.2% | -32.1% | -25.9% |
| 3M | -38.9% | -22.1% | -16.8% | -30.2% |
| 6M | -19.4% | -17.9% | -1.5% | -11.8% |
| YTD | -40.9% | -31.3% | -9.6% | -29.4% |
| 1Y | -46.2% | -24.0% | -22.2% | -39.7% |
| 3Y | +63.7% | +45.0% | +18.8% | +10.8% |
| 5Y | -77.9% | -22.6% | -55.3% | -78.2% |
| All | +363.5% | +133.4% | +230.1% | +141.3% |
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