+257.6%
CP vs EAT
+375.0%
-117.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.2% |
| 7D | +2.8% | -3.9% | +6.7% | +3.4% |
| 30D | +11.3% | +5.0% | +6.3% | +10.2% |
| 3M | +2.9% | -9.6% | +12.5% | +3.9% |
| 6M | +9.8% | +46.8% | -37.0% | +2.2% |
| YTD | +28.5% | +41.8% | -13.3% | +19.4% |
| 1Y | +33.5% | +98.3% | -64.8% | +16.9% |
| 3Y | +31.9% | +503.1% | -471.1% | -7.1% |
| 5Y | +25.5% | +356.7% | -331.2% | -10.9% |
| 10Y | +257.6% | +349.8% | -92.2% | +129.6% |
| All | +257.6% | +375.0% | -117.4% | +129.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling