-48.0%
SE vs CG
-26.5%
-21.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +1.9% |
| 7D | -1.5% | -1.5% | 0.0% | -1.1% |
| 30D | -22.3% | +5.7% | -28.0% | -23.2% |
| 3M | -41.8% | -17.9% | -24.0% | -38.7% |
| 6M | -22.4% | -20.2% | -2.2% | -17.6% |
| YTD | -41.6% | -32.0% | -9.6% | -36.5% |
| 1Y | -48.0% | -27.0% | -21.0% | -44.6% |
| All | -48.0% | -26.5% | -21.6% | -44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling