+105.9%
C vs EW
-14.5%
+120.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.2% |
| 7D | -2.4% | +11.0% | -13.4% | -4.4% |
| 30D | -6.0% | +19.1% | -25.1% | -9.2% |
| 3M | -10.5% | +14.4% | -24.9% | -13.0% |
| 6M | -5.7% | +22.8% | -28.5% | -9.7% |
| YTD | +4.1% | +19.8% | -15.7% | 0.0% |
| 1Y | +20.5% | +23.9% | -3.4% | +15.0% |
| 3Y | +208.1% | +52.2% | +155.9% | +170.2% |
| All | +105.9% | -14.5% | +120.4% | +100.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling