+204.2%
EQT vs CP
+32.2%
+172.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.2% |
| 7D | -1.2% | -2.7% | +1.5% | -0.1% |
| 30D | +1.1% | -3.4% | +4.4% | +2.3% |
| 3M | +4.8% | -0.6% | +5.4% | +4.6% |
| 6M | -10.6% | +6.3% | -16.9% | -13.7% |
| YTD | +3.4% | +21.2% | -17.7% | -6.6% |
| 1Y | +8.7% | +20.0% | -11.4% | -1.6% |
| 3Y | +35.0% | +18.7% | +16.2% | +17.1% |
| 5Y | +204.2% | +34.8% | +169.5% | +120.5% |
| All | +204.2% | +32.2% | +172.1% | +120.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling