+611.7%
EW vs CG
+281.3%
+330.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +11.0% | -1.2% | +12.2% | +11.3% |
| 30D | +19.1% | +5.0% | +14.0% | +17.3% |
| 3M | +14.4% | -18.2% | +32.6% | +20.3% |
| 6M | +22.8% | -20.7% | +43.5% | +29.6% |
| YTD | +19.8% | -31.4% | +51.2% | +30.6% |
| 1Y | +23.9% | -22.3% | +46.1% | +30.1% |
| 3Y | +52.2% | +50.2% | +2.1% | +23.5% |
| 5Y | -13.9% | -22.1% | +8.1% | -16.9% |
| 10Y | +241.9% | +295.5% | -53.7% | +105.3% |
| All | +611.7% | +281.3% | +330.4% | +333.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling