-80.5%
TE vs CPB
-38.2%
-42.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.2% | -6.2% | -2.1% |
| 7D | -19.1% | -1.6% | -17.5% | -19.5% |
| 30D | -34.1% | +19.2% | -53.4% | -30.3% |
| 3M | -60.1% | -0.9% | -59.2% | -59.9% |
| 6M | -66.0% | +15.2% | -81.2% | -63.9% |
| YTD | -71.4% | -13.1% | -58.3% | -71.0% |
| 1Y | -45.3% | -22.4% | -22.8% | -45.2% |
| 3Y | +9.1% | -35.3% | +44.4% | +6.2% |
| 5Y | -82.6% | -33.0% | -49.6% | -82.9% |
| All | -80.5% | -38.2% | -42.4% | -81.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling