-51.2%
SE vs CPB
-19.9%
-31.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | +2.0% | +8.0% | -6.0% | +1.7% |
| 30D | -20.0% | +22.4% | -42.4% | -20.4% |
| 3M | -31.8% | +3.8% | -35.6% | -31.8% |
| 6M | -15.9% | +13.7% | -29.5% | -16.0% |
| YTD | -40.6% | -11.7% | -28.9% | -43.5% |
| All | -51.2% | -19.9% | -31.2% | -56.6% |
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