+67.6%
CL vs TE
-80.5%
+148.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.9% | +1.8% |
| 7D | +3.2% | -19.1% | +22.3% | +2.8% |
| 30D | +8.0% | -34.1% | +42.2% | +7.3% |
| 3M | +7.9% | -60.1% | +68.0% | +6.4% |
| 6M | +14.7% | -66.0% | +80.7% | +13.1% |
| YTD | +29.2% | -71.4% | +100.6% | +27.4% |
| 1Y | +29.5% | -45.3% | +74.8% | +28.9% |
| 3Y | +40.7% | +9.1% | +31.5% | +43.5% |
| 5Y | +43.9% | -82.6% | +126.4% | +47.5% |
| All | +67.6% | -80.5% | +148.0% | +91.0% |
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