-48.8%
SE vs CPB
-18.4%
-30.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.9% | -1.5% | +4.2% |
| 7D | +6.7% | +13.0% | -6.3% | +6.3% |
| 30D | -17.2% | +20.5% | -37.7% | -17.5% |
| 3M | -28.0% | +2.2% | -30.2% | -28.0% |
| 6M | -6.1% | +15.4% | -21.5% | -6.0% |
| YTD | -37.1% | -12.3% | -24.8% | -40.2% |
| 1Y | -48.8% | -18.0% | -30.8% | -53.1% |
| All | -48.8% | -18.4% | -30.3% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling