+176.4%
CB vs TE
-80.5%
+256.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +1.1% |
| 7D | +2.9% | -19.1% | +22.0% | +2.9% |
| 30D | +7.3% | -34.1% | +41.4% | +7.2% |
| 3M | +9.4% | -60.1% | +69.5% | +9.3% |
| 6M | +19.6% | -66.0% | +85.6% | +19.1% |
| YTD | +21.5% | -71.4% | +92.9% | +20.8% |
| 1Y | +28.0% | -45.3% | +73.3% | +26.4% |
| 3Y | +74.9% | +9.1% | +65.7% | +67.5% |
| 5Y | +108.1% | -82.6% | +190.7% | +107.8% |
| All | +176.4% | -80.5% | +256.9% | +159.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling