+18.1%
EW vs CNC
+122.0%
-103.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +12.6% | -8.2% | +3.9% |
| 7D | +8.3% | +13.4% | -5.1% | +7.7% |
| 30D | +13.9% | +18.2% | -4.3% | +13.3% |
| 3M | +10.9% | +18.6% | -7.7% | +10.3% |
| 6M | +19.2% | +41.9% | -22.7% | +18.4% |
| YTD | +16.6% | +84.7% | -68.2% | +14.7% |
| 1Y | +18.1% | +110.5% | -92.4% | +15.1% |
| All | +18.1% | +122.0% | -103.9% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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