-48.5%
TE vs CNC
+0.1%
-48.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -3.7% | +13.7% | +9.9% |
| 7D | +18.2% | -1.0% | +19.2% | +18.2% |
| 30D | -13.5% | -1.8% | -11.7% | -13.5% |
| 3M | -44.6% | -0.7% | -43.9% | -44.6% |
| 6M | -24.7% | +47.9% | -72.7% | -23.8% |
| YTD | -24.3% | +56.9% | -81.2% | -23.7% |
| 1Y | +155.6% | +123.9% | +31.6% | +152.8% |
| 3Y | -18.3% | -1.3% | -17.0% | -17.9% |
| 5Y | -41.3% | +2.8% | -44.1% | -40.2% |
| All | -48.5% | +0.1% | -48.6% | -47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling