+363.5%
SE vs CP
+188.2%
+175.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.4% |
| 7D | -0.5% | +2.1% | -2.6% | -1.7% |
| 30D | -20.9% | +9.3% | -30.3% | -25.0% |
| 3M | -38.9% | +0.5% | -39.4% | -39.2% |
| 6M | -19.4% | +10.4% | -29.8% | -24.7% |
| YTD | -40.9% | +28.7% | -69.6% | -50.0% |
| 1Y | -46.2% | +33.2% | -79.4% | -55.5% |
| 3Y | +63.7% | +38.4% | +25.3% | +28.2% |
| 5Y | -77.9% | +26.2% | -104.1% | -81.8% |
| All | +363.5% | +188.2% | +175.3% | +118.4% |
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