+379.5%
SE vs CPB
-30.1%
+409.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.0% |
| 7D | +3.3% | +3.3% | 0.0% | +3.1% |
| 30D | -18.2% | +19.0% | -37.2% | -18.8% |
| 3M | -31.3% | +0.4% | -31.7% | -31.3% |
| 6M | -10.1% | +13.0% | -23.1% | -10.6% |
| YTD | -38.9% | -12.7% | -26.2% | -38.7% |
| 1Y | -48.0% | -20.9% | -27.1% | -47.7% |
| 3Y | +78.8% | -35.4% | +114.2% | +80.1% |
| 5Y | -77.1% | -32.3% | -44.9% | -77.6% |
| All | +379.5% | -30.1% | +409.5% | +340.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling