-67.0%
SE vs CG
+9.5%
-76.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +2.4% |
| 7D | +0.6% | -1.3% | +1.9% | +1.3% |
| 30D | -0.1% | -3.2% | +3.1% | +1.4% |
| 3M | +34.1% | +6.2% | +27.9% | +27.0% |
| 6M | +23.2% | -4.7% | +27.9% | +24.2% |
| YTD | -11.2% | -20.6% | +9.5% | -0.6% |
| 1Y | -40.5% | -26.4% | -14.2% | -31.0% |
| 3Y | +196.3% | +55.4% | +140.9% | +70.0% |
| 5Y | -67.0% | +9.8% | -76.9% | -74.0% |
| All | -67.0% | +9.5% | -76.5% | -74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling