-80.5%
TE vs CG
+54.6%
-135.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.1% | -3.6% |
| 7D | -19.1% | +0.2% | -19.2% | -19.3% |
| 30D | -34.1% | +11.2% | -45.3% | -37.8% |
| 3M | -60.1% | -22.1% | -38.0% | -54.3% |
| 6M | -66.0% | -17.9% | -48.0% | -62.4% |
| YTD | -71.4% | -31.3% | -40.1% | -65.4% |
| 1Y | -45.3% | -24.0% | -21.3% | -36.9% |
| 3Y | +9.1% | +45.0% | -35.8% | -2.6% |
| 5Y | -82.6% | -22.6% | -59.9% | -82.8% |
| All | -80.5% | +54.6% | -135.2% | -81.2% |
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