+70.3%
SE vs CPB
-36.0%
+106.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.1% |
| 7D | +2.0% | +8.0% | -6.0% | +2.3% |
| 30D | -20.0% | +22.4% | -42.4% | -19.3% |
| 3M | -31.8% | +2.5% | -34.3% | -31.7% |
| 6M | -15.9% | +12.2% | -28.1% | -15.2% |
| YTD | -40.6% | -12.8% | -27.8% | -41.7% |
| 1Y | -50.7% | -19.2% | -31.5% | -52.0% |
| 3Y | +70.3% | -35.6% | +105.8% | +58.1% |
| All | +70.3% | -36.0% | +106.3% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling