+589.4%
SE vs CNC
+40.7%
+548.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.6% |
| 7D | -6.1% | +3.5% | -9.6% | -6.7% |
| 30D | -2.5% | +0.1% | -2.5% | -2.6% |
| 3M | +21.7% | +6.9% | +14.8% | +19.6% |
| 6M | +27.0% | +49.0% | -22.0% | +15.9% |
| YTD | -12.1% | +62.9% | -75.1% | -21.5% |
| 1Y | -40.9% | +134.0% | -174.9% | -51.5% |
| 3Y | +191.0% | +9.4% | +181.6% | +164.2% |
| 5Y | -68.3% | +4.1% | -72.4% | -71.1% |
| All | +589.4% | +40.7% | +548.7% | +432.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling