+597.0%
SE vs CPB
-34.3%
+631.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +1.0% |
| 7D | +0.6% | -8.2% | +8.8% | +1.0% |
| 30D | -0.1% | -5.6% | +5.5% | +0.1% |
| 3M | +34.1% | +3.0% | +31.2% | +33.9% |
| 6M | +23.2% | -12.7% | +35.9% | +23.6% |
| YTD | -11.2% | -18.0% | +6.8% | -10.7% |
| 1Y | -40.5% | -31.7% | -8.8% | -39.8% |
| 3Y | +196.3% | -41.0% | +237.2% | +199.8% |
| 5Y | -67.0% | -38.4% | -28.6% | -67.5% |
| All | +597.0% | -34.3% | +631.3% | +541.8% |
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