-40.5%
SE vs CPB
-31.9%
-8.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +1.0% |
| 7D | +0.6% | -8.2% | +8.8% | +0.9% |
| 30D | -0.1% | -5.6% | +5.5% | -0.1% |
| 3M | +34.1% | +3.0% | +31.2% | +33.8% |
| 6M | +23.2% | -12.7% | +35.9% | +20.1% |
| YTD | -11.2% | -18.0% | +6.8% | -14.1% |
| 1Y | -40.5% | -31.7% | -8.8% | -43.8% |
| All | -40.5% | -31.9% | -8.7% | -43.8% |
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 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