+18.6%
CP vs WETO
-98.9%
+117.5%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.4% | +5.9% | +0.4% |
| 7D | -2.6% | -4.3% | +1.7% | -2.6% |
| 30D | -3.7% | -39.9% | +36.2% | -3.5% |
| 3M | +0.1% | -97.9% | +98.0% | -2.4% |
| 6M | +7.8% | -95.0% | +102.9% | +8.0% |
| YTD | +21.7% | -97.2% | +118.9% | +20.5% |
| 1Y | +18.6% | -98.9% | +117.5% | +14.6% |
| All | +18.6% | -98.9% | +117.5% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling