+553.4%
SE vs CNC
+39.4%
+514.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.7% |
| 7D | -5.2% | -0.9% | -4.3% | -5.1% |
| 30D | -17.1% | -1.0% | -16.1% | -17.0% |
| 3M | +24.0% | +4.5% | +19.4% | +22.4% |
| 6M | +21.0% | +85.2% | -64.2% | +6.0% |
| YTD | -16.7% | +61.4% | -78.1% | -25.4% |
| 1Y | -45.9% | +94.9% | -140.8% | -53.8% |
| 3Y | +177.8% | 0.0% | +177.8% | +159.2% |
| 5Y | -67.4% | +11.2% | -78.6% | -70.9% |
| All | +553.4% | +39.4% | +514.0% | +405.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling