+242.9%
EW vs CG
+304.6%
-61.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.2% |
| 7D | +9.3% | +2.0% | +7.3% | +8.5% |
| 30D | +22.1% | +8.5% | +13.5% | +18.9% |
| 3M | +13.0% | -12.1% | +25.2% | +16.9% |
| 6M | +30.1% | -16.4% | +46.5% | +35.9% |
| YTD | +22.0% | -28.0% | +50.0% | +32.0% |
| 1Y | +23.7% | -18.9% | +42.6% | +28.8% |
| 3Y | +62.0% | +51.2% | +10.7% | +26.7% |
| 5Y | -12.4% | -15.9% | +3.4% | -17.7% |
| All | +242.9% | +304.6% | -61.7% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling