-18.3%
TE vs CG
+56.8%
-75.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.2% | +12.2% | +11.9% |
| 7D | +18.2% | -1.3% | +19.5% | +19.3% |
| 30D | -13.5% | -3.2% | -10.3% | -12.0% |
| 3M | -44.6% | +6.2% | -50.8% | -48.2% |
| 6M | -24.7% | -4.7% | -20.0% | -24.3% |
| YTD | -24.3% | -20.6% | -3.6% | -10.2% |
| 1Y | +155.6% | -26.4% | +181.9% | +219.6% |
| 3Y | -18.3% | +55.4% | -73.6% | -48.4% |
| All | -18.3% | +56.8% | -75.0% | -48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling