+24.4%
CP vs EAT
+361.6%
-337.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.3% |
| 7D | +2.8% | -2.6% | +5.4% | +3.1% |
| 30D | +10.2% | +11.5% | -1.3% | +8.4% |
| 3M | +2.4% | -9.1% | +11.5% | +3.2% |
| 6M | +7.7% | +40.4% | -32.8% | +1.8% |
| YTD | +26.0% | +43.9% | -17.9% | +18.0% |
| 1Y | +34.6% | +101.9% | -67.3% | +19.4% |
| 3Y | +26.7% | +489.9% | -463.2% | -7.9% |
| All | +24.4% | +361.6% | -337.2% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling