+223.2%
CP vs EAT
+373.3%
-150.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.8% | 0.0% |
| 7D | +2.4% | -4.9% | +7.3% | +3.2% |
| 30D | -0.5% | -1.2% | +0.7% | -0.6% |
| 3M | +1.4% | +52.2% | -50.8% | -5.6% |
| 6M | +10.3% | +65.0% | -54.7% | +0.6% |
| YTD | +24.3% | +55.0% | -30.7% | +14.3% |
| 1Y | +20.4% | +42.1% | -21.6% | +11.7% |
| 3Y | +21.8% | +614.7% | -592.9% | -16.4% |
| 5Y | +31.5% | +322.7% | -291.2% | -5.2% |
| 10Y | +223.2% | +382.0% | -158.8% | +102.7% |
| All | +223.2% | +373.3% | -150.1% | +102.7% |
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