-29.4%
EW vs CNC
+2.3%
-31.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | -5.1% | -4.9% | -0.2% | -4.7% |
| 30D | -6.4% | -3.8% | -2.6% | -6.1% |
| 3M | -1.6% | -3.2% | +1.7% | -1.4% |
| 6M | +2.3% | +47.9% | -45.6% | -1.9% |
| YTD | +1.1% | +55.7% | -54.6% | -3.8% |
| 1Y | +8.0% | +106.2% | -98.3% | -0.7% |
| 3Y | +16.3% | -2.1% | +18.4% | +13.4% |
| 5Y | -29.4% | +3.4% | -32.8% | -27.5% |
| All | -29.4% | +2.3% | -31.7% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling