-48.5%
TE vs CG
+2.7%
-51.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.4% | -4.4% | -4.9% |
| 7D | +0.9% | -9.8% | +10.7% | +9.1% |
| 30D | -16.3% | -10.3% | -6.0% | -9.6% |
| 3M | -40.8% | -1.7% | -39.1% | -40.5% |
| 6M | -42.6% | -9.8% | -32.8% | -39.6% |
| YTD | -31.4% | -25.6% | -5.8% | -16.1% |
| 1Y | +144.9% | -32.5% | +177.4% | +220.7% |
| 3Y | -26.0% | +45.6% | -71.7% | -45.0% |
| 5Y | -48.5% | +3.7% | -52.1% | -51.8% |
| All | -48.5% | +2.7% | -51.2% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling