+7,604.2%
CP vs EAT
+10,438.3%
-2,834.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.2% |
| 7D | +2.8% | -2.6% | +5.4% | +3.3% |
| 30D | +10.2% | +11.5% | -1.3% | +7.7% |
| 3M | +2.4% | -9.1% | +11.5% | +3.4% |
| 6M | +7.7% | +40.4% | -32.8% | -0.1% |
| YTD | +26.0% | +43.9% | -17.9% | +15.3% |
| 1Y | +34.6% | +101.9% | -67.3% | +15.3% |
| 3Y | +26.7% | +489.9% | -463.2% | -14.5% |
| 5Y | +24.9% | +362.6% | -337.7% | -15.5% |
| 10Y | +258.6% | +385.7% | -127.1% | +106.1% |
| All | +7,604.2% | +10,438.3% | -2,834.0% | +2,181.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling