-79.7%
TE vs CF
+120.6%
-200.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.4% |
| 7D | -12.6% | -3.2% | -9.4% | -12.3% |
| 30D | -36.7% | +4.3% | -41.1% | -37.2% |
| 3M | -57.5% | +2.8% | -60.3% | -57.9% |
| 6M | -55.2% | +0.6% | -55.8% | -56.1% |
| YTD | -64.7% | +56.6% | -121.3% | -70.1% |
| 1Y | -35.9% | +49.6% | -85.5% | -45.2% |
| 3Y | -31.8% | +61.5% | -93.3% | -44.7% |
| All | -79.7% | +120.6% | -200.2% | -85.9% |
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 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