-25.8%
TE vs CNC
+122.0%
-147.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +12.6% | -16.2% | +1.1% |
| 7D | +3.8% | +13.4% | -9.6% | +8.8% |
| 30D | -26.2% | +18.2% | -44.4% | -21.2% |
| 3M | -49.7% | +18.6% | -68.4% | -45.9% |
| 6M | -46.5% | +41.9% | -88.4% | -35.7% |
| YTD | -59.1% | +84.7% | -143.8% | -42.0% |
| 1Y | -25.8% | +110.5% | -136.3% | +15.1% |
| All | -25.8% | +122.0% | -147.8% | +15.1% |
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