-78.0%
SE vs CP
+24.4%
-102.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +1.0% |
| 7D | +2.0% | +2.8% | -0.8% | +0.6% |
| 30D | -20.0% | +10.2% | -30.2% | -24.0% |
| 3M | -31.8% | +2.4% | -34.1% | -32.7% |
| 6M | -15.9% | +7.7% | -23.5% | -19.6% |
| YTD | -40.6% | +26.0% | -66.6% | -48.1% |
| 1Y | -50.7% | +34.6% | -85.3% | -58.7% |
| 3Y | +70.3% | +26.7% | +43.6% | +43.2% |
| All | -78.0% | +24.4% | -102.3% | -81.6% |
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