+31.5%
CP vs TW
+22.4%
+9.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | -0.1% |
| 7D | +2.4% | -3.5% | +5.9% | +3.0% |
| 30D | -0.5% | +0.5% | -1.0% | -0.6% |
| 3M | +1.4% | +4.9% | -3.5% | +0.5% |
| 6M | +10.3% | -17.1% | +27.4% | +13.5% |
| YTD | +24.3% | -3.9% | +28.1% | +24.2% |
| 1Y | +20.4% | -13.3% | +33.7% | +22.6% |
| 3Y | +21.8% | +20.9% | +0.9% | +11.2% |
| 5Y | +31.5% | +20.5% | +11.0% | +10.8% |
| All | +31.5% | +22.4% | +9.1% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling