+20.3%
CP vs WETO
-99.4%
+119.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +2.4% | -57.2% | +59.7% | +2.3% |
| 30D | -0.5% | -48.8% | +48.3% | -0.4% |
| 3M | +1.4% | -97.7% | +99.1% | -0.1% |
| 6M | +10.3% | -94.3% | +104.6% | +9.8% |
| YTD | +24.3% | -97.0% | +121.3% | +23.8% |
| 1Y | +20.4% | -98.9% | +119.4% | +20.3% |
| All | +20.3% | -99.4% | +119.7% | +19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling