-14.6%
EW vs CG
-22.2%
+7.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +11.0% | -1.2% | +12.2% | +11.2% |
| 30D | +19.1% | +5.0% | +14.0% | +17.5% |
| 3M | +14.4% | -18.2% | +32.6% | +19.5% |
| 6M | +22.8% | -20.7% | +43.5% | +28.8% |
| YTD | +19.8% | -31.4% | +51.2% | +29.3% |
| 1Y | +23.9% | -22.3% | +46.1% | +29.3% |
| 3Y | +52.2% | +50.2% | +2.1% | +20.1% |
| All | -14.6% | -22.2% | +7.6% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling