-47.3%
TE vs CF
+227.0%
-274.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.6% | +1.8% |
| 7D | -4.0% | +6.0% | -10.0% | -4.9% |
| 30D | -15.9% | +14.8% | -30.8% | -17.9% |
| 3M | -60.5% | +14.1% | -74.6% | -61.7% |
| 6M | -35.2% | +28.5% | -63.7% | -40.5% |
| YTD | -31.1% | +74.9% | -106.1% | -42.4% |
| 1Y | +148.6% | +61.7% | +87.0% | +111.3% |
| 3Y | -26.4% | +80.3% | -106.7% | -40.9% |
| All | -47.3% | +227.0% | -274.3% | -63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling