+9,780.5%
EAT vs CPB
+355.6%
+9,425.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.9% |
| 7D | -5.9% | +2.9% | -8.8% | -6.3% |
| 30D | +0.7% | +17.6% | -16.9% | -2.2% |
| 3M | -14.2% | +2.0% | -16.3% | -14.8% |
| 6M | +40.7% | +11.6% | +29.1% | +37.3% |
| YTD | +36.0% | -13.8% | +49.7% | +38.4% |
| 1Y | +83.1% | -21.6% | +104.6% | +89.3% |
| 3Y | +474.8% | -35.8% | +510.6% | +508.2% |
| 5Y | +347.6% | -33.3% | +380.9% | +365.8% |
| 10Y | +321.5% | -39.4% | +360.9% | +324.9% |
| All | +9,780.5% | +355.6% | +9,425.0% | +5,639.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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