+26.7%
CB vs TE
-52.1%
+78.8%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | +0.4% |
| 7D | -1.0% | -22.0% | +21.0% | -1.9% |
| 30D | +7.3% | -33.6% | +41.0% | +5.8% |
| 3M | +7.0% | -61.1% | +68.1% | +3.6% |
| 6M | +16.3% | -64.7% | +81.1% | +12.4% |
| YTD | +19.7% | -68.1% | +87.8% | +15.5% |
| All | +26.7% | -52.1% | +78.8% | +23.6% |
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