-53.2%
TE vs CPB
-42.7%
-10.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +0.3% |
| 7D | -4.0% | -8.6% | +4.6% | -6.4% |
| 30D | -15.9% | -7.2% | -8.7% | -17.7% |
| 3M | -60.5% | +0.9% | -61.4% | -59.9% |
| 6M | -35.2% | -11.8% | -23.4% | -35.4% |
| YTD | -31.1% | -19.4% | -11.7% | -32.1% |
| 1Y | +148.6% | -30.4% | +179.0% | +141.4% |
| 3Y | -26.4% | -40.2% | +13.8% | -30.3% |
| 5Y | -48.0% | -39.5% | -8.5% | -50.4% |
| All | -53.2% | -42.7% | -10.5% | -55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling