+3,910.4%
EW vs CNC
+5,537.6%
-1,627.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.6% | +0.4% |
| 7D | -0.3% | +3.5% | -3.9% | -0.9% |
| 30D | +1.0% | +0.1% | +1.0% | +0.9% |
| 3M | +2.8% | +6.9% | -4.1% | +1.3% |
| 6M | +5.5% | +49.0% | -43.5% | -2.5% |
| YTD | +5.5% | +62.9% | -57.5% | -4.3% |
| 1Y | +11.0% | +134.0% | -123.0% | -6.0% |
| 3Y | +17.7% | +9.4% | +8.3% | +9.1% |
| 5Y | -25.7% | +4.1% | -29.9% | -31.2% |
| 10Y | +132.8% | +95.4% | +37.4% | +90.1% |
| All | +3,910.4% | +5,537.6% | -1,627.2% | +1,808.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling