-79.7%
TE vs CP
+27.1%
-106.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.0% | -4.5% |
| 7D | -10.5% | +2.8% | -13.3% | -12.6% |
| 30D | -32.4% | +11.3% | -43.8% | -38.4% |
| 3M | -60.9% | +2.9% | -63.7% | -62.0% |
| 6M | -62.8% | +9.8% | -72.6% | -66.0% |
| YTD | -65.7% | +28.5% | -94.2% | -73.0% |
| 1Y | -39.9% | +33.5% | -73.4% | -54.5% |
| 3Y | +10.6% | +31.9% | -21.3% | -13.3% |
| 5Y | -79.7% | +25.5% | -105.2% | -84.0% |
| All | -79.7% | +27.1% | -106.8% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling