+589.4%
SE vs CG
+175.7%
+413.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | 0.0% |
| 7D | -6.1% | -4.3% | -1.8% | -3.7% |
| 30D | -2.5% | -5.1% | +2.6% | +0.1% |
| 3M | +21.7% | +8.7% | +13.0% | +14.4% |
| 6M | +27.0% | -9.2% | +36.2% | +31.7% |
| YTD | -12.1% | -18.9% | +6.7% | -3.8% |
| 1Y | -40.9% | -25.6% | -15.3% | -32.7% |
| 3Y | +191.0% | +57.3% | +133.7% | +90.3% |
| 5Y | -68.3% | +10.2% | -78.4% | -74.0% |
| All | +589.4% | +175.7% | +413.7% | +228.9% |
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