-48.8%
SE vs CNC
+122.0%
-170.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +12.6% | -8.2% | +2.4% |
| 7D | +6.7% | +13.4% | -6.7% | +4.4% |
| 30D | -17.2% | +18.2% | -35.4% | -19.5% |
| 3M | -28.0% | +18.6% | -46.7% | -30.2% |
| 6M | -6.1% | +41.9% | -48.0% | -11.7% |
| YTD | -37.1% | +84.7% | -121.9% | -44.2% |
| 1Y | -48.8% | +110.5% | -159.3% | -55.4% |
| All | -48.8% | +122.0% | -170.8% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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