+148.6%
TE vs CG
-24.3%
+172.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +3.0% | +2.2% |
| 7D | -4.0% | -4.3% | +0.4% | -1.7% |
| 30D | -15.9% | -5.1% | -10.8% | -14.0% |
| 3M | -60.5% | +8.7% | -69.2% | -62.3% |
| 6M | -35.2% | -9.2% | -26.0% | -31.6% |
| YTD | -31.1% | -18.9% | -12.3% | -23.6% |
| 1Y | +148.6% | -25.6% | +174.3% | +141.1% |
| All | +148.6% | -24.3% | +172.9% | +141.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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