-25.8%
TE vs CF
+35.9%
-61.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.4% | +0.9% | -5.1% |
| 7D | +3.8% | -6.9% | +10.7% | +1.4% |
| 30D | -26.2% | -3.7% | -22.5% | -27.0% |
| 3M | -49.7% | -5.0% | -44.8% | -49.8% |
| 6M | -46.5% | -10.5% | -36.0% | -46.7% |
| YTD | -59.1% | +46.5% | -105.6% | -60.5% |
| 1Y | -25.8% | +34.8% | -60.6% | -19.5% |
| All | -25.8% | +35.9% | -61.7% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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