-78.0%
SE vs CPB
-33.2%
-44.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.0% | +1.4% |
| 7D | -0.5% | -1.6% | +1.1% | -0.6% |
| 30D | -20.9% | +19.2% | -40.1% | -19.4% |
| 3M | -38.9% | -0.9% | -37.9% | -38.9% |
| 6M | -19.4% | +15.2% | -34.7% | -17.8% |
| YTD | -40.9% | -13.1% | -27.9% | -42.3% |
| 1Y | -46.2% | -22.4% | -23.8% | -48.4% |
| 3Y | +63.7% | -35.3% | +99.0% | +53.6% |
| All | -78.0% | -33.2% | -44.8% | -78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling