+130.8%
CP vs TW
+211.2%
-80.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +0.6% | -0.5% | +1.1% | +0.7% |
| 30D | -0.5% | -0.6% | +0.1% | -0.4% |
| 3M | +0.1% | +3.4% | -3.3% | -1.1% |
| 6M | +7.8% | -18.4% | +26.3% | +12.7% |
| YTD | +22.9% | -3.9% | +26.8% | +22.5% |
| 1Y | +21.3% | -13.3% | +34.6% | +24.3% |
| 3Y | +20.4% | +20.8% | -0.5% | +8.1% |
| 5Y | +34.9% | +20.3% | +14.7% | +18.3% |
| All | +130.8% | +211.2% | -80.5% | +48.2% |
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