+168.5%
CB vs TE
-75.9%
+244.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.3% | -1.8% |
| 7D | +0.2% | -12.6% | +12.8% | +0.2% |
| 30D | +9.1% | -36.7% | +45.8% | +9.0% |
| 3M | +3.4% | -57.5% | +60.9% | +3.3% |
| 6M | +14.1% | -55.2% | +69.3% | +13.6% |
| YTD | +18.0% | -64.7% | +82.7% | +17.4% |
| 1Y | +30.1% | -35.9% | +66.0% | +28.5% |
| 3Y | +71.8% | -31.8% | +103.6% | +67.8% |
| 5Y | +101.8% | -79.4% | +181.3% | +102.1% |
| All | +168.5% | -75.9% | +244.4% | +152.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling