+200.4%
SE vs CP
+17.1%
+183.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -6.1% | -2.7% | -3.4% | -5.2% |
| 30D | -2.5% | +0.2% | -2.6% | -2.5% |
| 3M | +21.7% | +2.6% | +19.1% | +20.2% |
| 6M | +27.0% | +6.0% | +21.0% | +23.6% |
| YTD | -12.1% | +24.9% | -37.1% | -19.6% |
| 1Y | -40.9% | +20.1% | -61.0% | -45.1% |
| All | +200.4% | +17.1% | +183.4% | +203.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling