+24.4%
CP vs TW
+37.3%
-12.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +2.8% | +4.2% | -1.5% | +2.2% |
| 30D | +10.2% | +18.9% | -8.7% | +7.4% |
| 3M | +2.4% | +23.8% | -21.4% | -0.9% |
| 6M | +7.7% | +17.0% | -9.4% | +5.0% |
| YTD | +26.0% | +19.2% | +6.8% | +21.8% |
| 1Y | +34.6% | +20.1% | +14.5% | +30.0% |
| 3Y | +26.7% | +40.5% | -13.8% | +14.1% |
| All | +24.4% | +37.3% | -12.9% | +2.7% |
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