+4,679.9%
EW vs CNC
+5,893.3%
-1,213.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.0% |
| 7D | +4.9% | +2.2% | +2.7% | +4.5% |
| 30D | +23.9% | +1.6% | +22.4% | +23.4% |
| 3M | +15.8% | +7.9% | +7.8% | +14.0% |
| 6M | +31.7% | +21.2% | +10.5% | +26.7% |
| YTD | +25.7% | +73.2% | -47.5% | +12.7% |
| 1Y | +24.4% | +97.5% | -73.0% | +9.0% |
| 3Y | +65.9% | -1.2% | +67.1% | +56.7% |
| 5Y | -7.6% | -6.1% | -1.6% | -12.7% |
| 10Y | +253.2% | +181.3% | +71.9% | +173.7% |
| All | +4,679.9% | +5,893.3% | -1,213.3% | +2,146.7% |
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