+48.4%
CL vs TE
-53.0%
+101.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.4% |
| 7D | -2.2% | -4.0% | +1.8% | -2.2% |
| 30D | -4.8% | -15.9% | +11.1% | -5.1% |
| 3M | +4.9% | -60.5% | +65.5% | +3.9% |
| 6M | -5.7% | -35.2% | +29.5% | -5.9% |
| YTD | +14.4% | -31.1% | +45.5% | +14.4% |
| 1Y | +8.7% | +148.6% | -139.9% | +10.9% |
| 3Y | +30.0% | -26.4% | +56.4% | +34.5% |
| 5Y | +28.4% | -48.0% | +76.4% | +33.3% |
| All | +48.4% | -53.0% | +101.4% | +71.4% |
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