+21.2%
CP vs TW
+26.6%
-5.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.3% |
| 7D | -2.7% | -2.3% | -0.4% | -2.6% |
| 30D | +0.2% | +3.9% | -3.8% | -0.1% |
| 3M | +2.6% | +5.7% | -3.1% | +2.3% |
| 6M | +6.0% | -14.5% | +20.5% | +7.2% |
| YTD | +24.9% | -0.9% | +25.8% | +24.7% |
| 1Y | +20.1% | -13.5% | +33.6% | +21.2% |
| All | +21.2% | +26.6% | -5.5% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling