-48.8%
C vs EW
+7,833.4%
-7,882.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.5% | -6.5% | -5.5% |
| 7D | -5.3% | +6.8% | -12.1% | -7.3% |
| 30D | -7.3% | +16.6% | -23.9% | -11.9% |
| 3M | -13.5% | +13.3% | -26.8% | -17.1% |
| 6M | -6.5% | +21.6% | -28.1% | -12.7% |
| YTD | +3.6% | +18.3% | -14.7% | -2.6% |
| 1Y | +18.9% | +21.7% | -2.8% | +10.6% |
| 3Y | +205.0% | +50.3% | +154.6% | +152.2% |
| 5Y | +109.4% | -15.0% | +124.4% | +103.6% |
| 10Y | +232.9% | +237.5% | -4.5% | +99.4% |
| All | -48.8% | +7,833.4% | -7,882.2% | -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