-48.5%
C vs EW
+7,937.2%
-7,985.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.1% |
| 7D | -2.4% | +11.0% | -13.4% | -5.7% |
| 30D | -6.0% | +19.1% | -25.1% | -11.2% |
| 3M | -10.5% | +14.4% | -24.9% | -14.6% |
| 6M | -5.7% | +22.8% | -28.5% | -12.2% |
| YTD | +4.1% | +19.8% | -15.7% | -2.6% |
| 1Y | +20.5% | +23.9% | -3.4% | +11.5% |
| 3Y | +208.1% | +52.2% | +155.9% | +153.8% |
| 5Y | +110.4% | -13.9% | +124.3% | +103.7% |
| 10Y | +234.6% | +241.9% | -7.3% | +99.6% |
| All | -48.5% | +7,937.2% | -7,985.8% | -87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling