+216.0%
C vs EW
+62.8%
+153.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | +4.2% | +4.9% | -0.7% | +3.5% |
| 30D | +2.0% | +23.9% | -22.0% | -1.1% |
| 3M | -10.1% | +15.8% | -25.9% | -12.0% |
| 6M | +1.0% | +31.7% | -30.7% | -3.0% |
| YTD | +8.5% | +25.7% | -17.2% | +4.7% |
| 1Y | +25.7% | +24.4% | +1.3% | +21.5% |
| 3Y | +216.0% | +65.9% | +150.1% | +189.0% |
| All | +216.0% | +62.8% | +153.2% | +189.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 3y: compounded portfolio wealth divided by compounded EW 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…
3y analysis · Full analysis span regression · 6 months rolling