+32.2%
CB vs TE
-16.5%
+48.7%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.5% | +5.6% | +1.9% |
| 7D | +5.3% | +3.8% | +1.4% | +5.5% |
| 30D | +13.2% | -26.2% | +39.4% | +12.1% |
| 3M | +7.8% | -49.7% | +57.5% | +5.4% |
| 6M | +15.8% | -46.5% | +62.3% | +13.6% |
| YTD | +21.0% | -59.1% | +80.1% | +18.0% |
| 1Y | +32.2% | -25.8% | +58.0% | +31.6% |
| All | +32.2% | -16.5% | +48.7% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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