+7.7%
CP vs EAT
+39.5%
-31.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.6% |
| 7D | +2.8% | -2.6% | +5.4% | +2.9% |
| 30D | +10.2% | +11.5% | -1.3% | +9.7% |
| 3M | +2.4% | -9.1% | +11.5% | +2.3% |
| 6M | +7.7% | +40.4% | -32.8% | +7.3% |
| All | +7.7% | +39.5% | -31.8% | +7.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling