+379.5%
SE vs CP
+187.8%
+191.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +1.8% |
| 7D | +3.3% | +2.8% | +0.5% | +1.7% |
| 30D | -18.2% | +11.3% | -29.5% | -23.2% |
| 3M | -31.3% | +2.9% | -34.1% | -32.5% |
| 6M | -10.1% | +9.8% | -19.9% | -15.6% |
| YTD | -38.9% | +28.5% | -67.4% | -48.2% |
| 1Y | -48.0% | +33.5% | -81.5% | -57.0% |
| 3Y | +78.8% | +31.9% | +46.9% | +44.3% |
| 5Y | -77.1% | +25.5% | -102.6% | -81.1% |
| All | +379.5% | +187.8% | +191.7% | +126.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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