+589.4%
SE vs CP
+179.7%
+409.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.1% |
| 7D | -6.1% | -2.7% | -3.4% | -4.6% |
| 30D | -2.5% | +0.2% | -2.6% | -2.6% |
| 3M | +21.7% | +2.6% | +19.1% | +19.2% |
| 6M | +27.0% | +6.0% | +21.0% | +21.7% |
| YTD | -12.1% | +24.9% | -37.1% | -24.1% |
| 1Y | -40.9% | +20.1% | -61.0% | -48.0% |
| 3Y | +191.0% | +16.4% | +174.6% | +154.7% |
| 5Y | -68.3% | +31.7% | -100.0% | -74.6% |
| All | +589.4% | +179.7% | +409.6% | +231.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling