-53.2%
TE vs CG
+82.6%
-135.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +3.0% | +2.2% |
| 7D | -4.0% | -4.3% | +0.4% | -1.6% |
| 30D | -15.9% | -5.1% | -10.8% | -13.9% |
| 3M | -60.5% | +8.7% | -69.2% | -62.4% |
| 6M | -35.2% | -9.2% | -26.0% | -32.7% |
| YTD | -31.1% | -18.9% | -12.3% | -23.9% |
| 1Y | +148.6% | -25.6% | +174.3% | +185.5% |
| 3Y | -26.4% | +57.3% | -83.7% | -38.2% |
| 5Y | -48.0% | +10.2% | -58.2% | -53.4% |
| All | -53.2% | +82.6% | -135.8% | -58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling