-14.6%
EW vs CNP
+73.6%
-88.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.7% |
| 7D | +11.0% | -4.2% | +15.2% | +12.5% |
| 30D | +19.1% | +5.5% | +13.5% | +16.7% |
| 3M | +14.4% | +0.6% | +13.8% | +13.8% |
| 6M | +22.8% | -2.8% | +25.6% | +23.4% |
| YTD | +19.8% | +7.9% | +12.0% | +15.2% |
| 1Y | +23.9% | +6.7% | +17.2% | +19.5% |
| 3Y | +52.2% | +61.1% | -8.9% | +22.5% |
| All | -14.6% | +73.6% | -88.1% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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