+140.8%
CP vs TW
+291.9%
-151.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.5% |
| 7D | +2.8% | +3.1% | -0.3% | +2.1% |
| 30D | +11.0% | +16.7% | -5.7% | +7.0% |
| 3M | +3.8% | +25.2% | -21.3% | -1.8% |
| 6M | +9.5% | +19.5% | -10.0% | +4.2% |
| YTD | +28.2% | +21.0% | +7.2% | +20.8% |
| 1Y | +33.0% | +19.0% | +14.0% | +25.8% |
| 3Y | +35.5% | +40.7% | -5.1% | +18.1% |
| 5Y | +25.8% | +40.1% | -14.4% | +7.1% |
| All | +140.8% | +291.9% | -151.1% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling