-76.8%
TE vs CF
+206.3%
-283.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | +6.2% | -22.7% | -17.0% |
| 7D | -20.3% | +0.4% | -20.7% | -20.4% |
| 30D | -40.0% | +2.2% | -42.2% | -40.3% |
| 3M | -58.3% | +2.1% | -60.4% | -58.6% |
| 6M | -57.3% | -6.5% | -50.8% | -57.4% |
| YTD | -65.9% | +55.6% | -121.4% | -69.3% |
| 1Y | -44.3% | +42.3% | -86.6% | -49.1% |
| 3Y | -36.0% | +55.7% | -91.7% | -43.3% |
| 5Y | -80.1% | +122.4% | -202.6% | -82.8% |
| All | -76.8% | +206.3% | -283.1% | -80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling