-51.7%
TE vs CF
+51.3%
-103.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +3.2% |
| 7D | -22.0% | +10.4% | -32.3% | -17.9% |
| 30D | -33.6% | +7.6% | -41.2% | -30.7% |
| 3M | -61.1% | +5.2% | -66.2% | -59.3% |
| 6M | -64.7% | -0.1% | -64.7% | -63.3% |
| YTD | -68.1% | +61.7% | -129.8% | -62.8% |
| 1Y | -51.7% | +50.3% | -102.0% | -41.9% |
| All | -51.7% | +51.3% | -103.0% | -41.9% |
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