-78.2%
SE vs CP
+27.5%
-105.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.3% |
| 7D | -1.5% | +0.9% | -2.4% | -1.9% |
| 30D | -22.3% | +10.3% | -32.7% | -26.2% |
| 3M | -41.8% | +2.3% | -44.1% | -42.6% |
| 6M | -22.4% | +10.7% | -33.1% | -26.9% |
| YTD | -41.6% | +29.3% | -70.9% | -49.6% |
| 1Y | -48.0% | +31.5% | -79.5% | -55.7% |
| 3Y | +63.9% | +36.7% | +27.1% | +31.6% |
| 5Y | -78.2% | +26.8% | -105.0% | -82.2% |
| All | -78.2% | +27.5% | -105.7% | -82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling