+365.7%
SE vs CG
+133.0%
+232.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.5% |
| 7D | +2.0% | -1.2% | +3.2% | +2.7% |
| 30D | -20.0% | +5.0% | -25.0% | -22.5% |
| 3M | -31.8% | -18.2% | -13.6% | -24.3% |
| 6M | -15.9% | -20.7% | +4.8% | -6.0% |
| YTD | -40.6% | -31.4% | -9.2% | -28.9% |
| 1Y | -50.7% | -22.3% | -28.4% | -45.5% |
| 3Y | +70.3% | +50.2% | +20.1% | +12.6% |
| 5Y | -78.8% | -22.1% | -56.8% | -79.2% |
| All | +365.7% | +133.0% | +232.8% | +143.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling