+365.1%
SE vs CP
+187.0%
+178.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.7% | -5.0% | -5.3% |
| 7D | -1.2% | +6.1% | -7.3% | -4.5% |
| 30D | -21.7% | +9.8% | -31.4% | -25.9% |
| 3M | -34.2% | +2.7% | -36.9% | -35.3% |
| 6M | -10.5% | +12.8% | -23.3% | -17.2% |
| YTD | -40.7% | +28.2% | -68.9% | -49.7% |
| 1Y | -52.1% | +34.1% | -86.2% | -60.5% |
| 3Y | +68.9% | +28.9% | +40.0% | +38.4% |
| 5Y | -78.9% | +27.1% | -105.9% | -82.7% |
| All | +365.1% | +187.0% | +178.2% | +119.7% |
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