-66.6%
SE vs CNC
+3.0%
-69.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -4.0% |
| 7D | -3.6% | -4.9% | +1.2% | -3.1% |
| 30D | -5.3% | -3.8% | -1.5% | -5.0% |
| 3M | +28.1% | -3.2% | +31.3% | +28.3% |
| 6M | +20.7% | +47.9% | -27.2% | +14.7% |
| YTD | -14.8% | +55.7% | -70.5% | -19.6% |
| 1Y | -43.6% | +106.2% | -149.8% | -48.5% |
| 3Y | +184.2% | -2.1% | +186.3% | +170.8% |
| All | -66.6% | +3.0% | -69.6% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling