+33.0%
CP vs EAT
+88.8%
-55.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.9% | -0.1% |
| 7D | +2.8% | -5.9% | +8.7% | +3.1% |
| 30D | +11.0% | +0.7% | +10.4% | +11.0% |
| 3M | +3.8% | -14.2% | +18.1% | +4.4% |
| 6M | +9.5% | +40.7% | -31.2% | +7.4% |
| YTD | +28.2% | +36.0% | -7.8% | +25.8% |
| 1Y | +33.0% | +83.1% | -50.1% | +28.1% |
| All | +33.0% | +88.8% | -55.8% | +28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling