+173.5%
CB vs TE
-79.9%
+253.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.5% | +7.9% | +0.4% |
| 7D | 0.0% | -13.6% | +13.6% | 0.0% |
| 30D | +7.4% | -37.7% | +45.1% | +7.3% |
| 3M | +8.6% | -59.8% | +68.4% | +8.5% |
| 6M | +16.1% | -66.3% | +82.5% | +15.7% |
| YTD | +20.2% | -70.5% | +90.7% | +19.5% |
| 1Y | +27.2% | -48.8% | +76.0% | +25.7% |
| 3Y | +72.7% | +31.3% | +41.3% | +64.5% |
| 5Y | +105.9% | -82.0% | +188.0% | +105.6% |
| All | +173.5% | -79.9% | +253.3% | +156.8% |
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