+7,539.9%
CP vs EAT
+11,644.8%
-4,104.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +0.2% | +1.9% | -1.7% | -0.4% |
| 3M | +2.6% | +68.7% | -66.1% | -7.3% |
| 6M | +6.0% | +66.9% | -60.9% | -4.9% |
| YTD | +24.9% | +60.4% | -35.5% | +12.6% |
| 1Y | +20.1% | +44.0% | -23.9% | +9.8% |
| 3Y | +16.4% | +604.7% | -588.3% | -23.8% |
| 5Y | +31.7% | +347.0% | -315.3% | -10.2% |
| 10Y | +223.9% | +390.8% | -166.9% | +86.8% |
| All | +7,539.9% | +11,644.8% | -4,104.8% | +2,128.3% |
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 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