+17.3%
CP vs WETO
-99.4%
+116.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.1% | -8.4% | -1.4% |
| 7D | -2.7% | -19.9% | +17.2% | -2.7% |
| 30D | -3.4% | -42.7% | +39.3% | -3.2% |
| 3M | -0.6% | -97.7% | +97.1% | -2.1% |
| 6M | +6.3% | -94.4% | +100.7% | +5.8% |
| YTD | +21.2% | -97.0% | +118.2% | +20.7% |
| 1Y | +20.0% | -98.9% | +118.9% | +19.9% |
| All | +17.3% | -99.4% | +116.7% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling