-4.9%
EQT vs CP
+35.2%
-40.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.5% | -6.7% | -3.2% |
| 7D | -6.6% | +5.6% | -12.1% | -6.7% |
| 30D | +2.7% | +10.0% | -7.3% | +2.6% |
| 3M | -0.2% | +4.4% | -4.6% | -0.4% |
| 6M | -10.6% | +14.1% | -24.6% | -11.0% |
| YTD | -1.2% | +29.1% | -30.2% | -2.9% |
| 1Y | -4.9% | +34.6% | -39.4% | -9.8% |
| All | -4.9% | +35.2% | -40.1% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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