+365.7%
SE vs CTAS
+544.9%
-179.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +1.2% |
| 7D | +2.0% | +1.2% | +0.9% | +1.3% |
| 30D | -20.0% | +12.8% | -32.8% | -26.1% |
| 3M | -31.8% | +10.3% | -42.1% | -36.1% |
| 6M | -15.9% | +32.0% | -47.9% | -30.6% |
| YTD | -40.6% | +19.1% | -59.8% | -47.7% |
| 1Y | -50.7% | +21.5% | -72.2% | -57.2% |
| 3Y | +70.3% | +76.0% | -5.7% | +11.6% |
| 5Y | -78.8% | +110.9% | -189.7% | -87.5% |
| All | +365.7% | +544.9% | -179.1% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 all: compounded portfolio wealth divided by compounded CTAS 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…
all analysis · Full analysis span regression · 6 months rolling