-25.8%
TE vs CP
+35.2%
-61.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.5% | -7.0% | -3.9% |
| 7D | +3.8% | +5.6% | -1.8% | +3.1% |
| 30D | -26.2% | +10.0% | -36.3% | -27.3% |
| 3M | -49.7% | +4.4% | -54.1% | -49.9% |
| 6M | -46.5% | +14.1% | -60.5% | -47.3% |
| YTD | -59.1% | +29.1% | -88.2% | -55.0% |
| 1Y | -25.8% | +34.6% | -60.4% | -21.9% |
| All | -25.8% | +35.2% | -61.0% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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