-41.3%
TE vs CPB
-38.5%
-2.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.8% | +8.2% | +10.7% |
| 7D | +18.2% | -8.2% | +26.4% | +14.3% |
| 30D | -13.5% | -5.6% | -7.9% | -15.4% |
| 3M | -44.6% | +3.0% | -47.5% | -42.9% |
| 6M | -24.7% | -12.7% | -12.0% | -25.2% |
| YTD | -24.3% | -18.0% | -6.3% | -25.2% |
| 1Y | +155.6% | -31.7% | +187.3% | +146.5% |
| 3Y | -18.3% | -41.0% | +22.7% | -24.2% |
| 5Y | -41.3% | -38.4% | -2.9% | -44.0% |
| All | -41.3% | -38.5% | -2.8% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling