+148.6%
TE vs CNC
+129.2%
+19.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.8% | +0.9% |
| 7D | -4.0% | +3.5% | -7.5% | -2.9% |
| 30D | -15.9% | +0.1% | -16.0% | -15.7% |
| 3M | -60.5% | +6.9% | -67.5% | -59.5% |
| 6M | -35.2% | +49.0% | -84.2% | -22.5% |
| YTD | -31.1% | +62.9% | -94.1% | -16.5% |
| 1Y | +148.6% | +134.0% | +14.7% | +168.8% |
| All | +148.6% | +129.2% | +19.5% | +168.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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