+186.3%
SE vs CG
+60.2%
+126.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.3% |
| 7D | -6.1% | -4.3% | -1.8% | -4.6% |
| 30D | -2.5% | -5.1% | +2.6% | -0.8% |
| 3M | +21.7% | +8.7% | +13.0% | +17.2% |
| 6M | +27.0% | -9.2% | +36.2% | +30.3% |
| YTD | -12.1% | -18.9% | +6.7% | -6.5% |
| 1Y | -40.9% | -25.6% | -15.3% | -35.3% |
| All | +186.3% | +60.2% | +126.1% | +169.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling