+146.9%
CB vs TE
-48.3%
+195.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.0% | -11.4% | -1.4% |
| 7D | -0.6% | +18.2% | -18.8% | -0.6% |
| 30D | -3.9% | -13.5% | +9.6% | -3.9% |
| 3M | +4.9% | -44.6% | +49.5% | +5.0% |
| 6M | +3.3% | -24.7% | +28.0% | +3.0% |
| YTD | +8.5% | -24.3% | +32.8% | +8.1% |
| 1Y | +22.1% | +155.6% | -133.5% | +19.3% |
| 3Y | +70.1% | -18.3% | +88.4% | +70.3% |
| 5Y | +97.4% | -41.3% | +138.7% | +94.7% |
| All | +146.9% | -48.3% | +195.1% | +132.1% |
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