-53.2%
TE vs CP
+87.0%
-140.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -4.0% | -2.7% | -1.3% | -2.7% |
| 30D | -15.9% | +0.2% | -16.1% | -16.0% |
| 3M | -60.5% | +2.6% | -63.1% | -61.3% |
| 6M | -35.2% | +6.0% | -41.2% | -37.2% |
| YTD | -31.1% | +24.9% | -56.1% | -38.4% |
| 1Y | +148.6% | +20.1% | +128.5% | +125.9% |
| 3Y | -26.4% | +16.4% | -42.8% | -31.3% |
| 5Y | -48.0% | +31.7% | -79.8% | -52.5% |
| All | -53.2% | +87.0% | -140.1% | -57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling