-25.8%
TE vs CPB
-18.4%
-7.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.9% | -9.5% | +1.8% |
| 7D | +3.8% | +13.0% | -9.2% | +16.4% |
| 30D | -26.2% | +20.5% | -46.7% | -11.7% |
| 3M | -49.7% | +2.2% | -51.9% | -49.3% |
| 6M | -46.5% | +15.4% | -61.9% | -34.8% |
| YTD | -59.1% | -12.3% | -46.8% | -60.7% |
| 1Y | -25.8% | -18.0% | -7.8% | -33.1% |
| All | -25.8% | -18.4% | -7.4% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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