+216.5%
C vs EW
+60.7%
+155.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.3% |
| 7D | -0.4% | +6.5% | -6.9% | -1.3% |
| 30D | -5.3% | +22.5% | -27.8% | -8.0% |
| 3M | -8.0% | +13.0% | -21.0% | -9.7% |
| 6M | -0.3% | +37.1% | -37.4% | -4.8% |
| YTD | +8.6% | +24.1% | -15.5% | +5.1% |
| 1Y | +25.8% | +24.2% | +1.6% | +21.7% |
| All | +216.5% | +60.7% | +155.8% | +190.0% |
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