+271.2%
EW vs CP
+257.3%
+13.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | +4.9% | +2.1% | +2.8% | +4.0% |
| 30D | +23.9% | +9.3% | +14.6% | +19.2% |
| 3M | +15.8% | +0.5% | +15.3% | +15.2% |
| 6M | +31.7% | +10.4% | +21.2% | +25.4% |
| YTD | +25.7% | +28.7% | -3.0% | +11.3% |
| 1Y | +24.4% | +33.2% | -8.7% | +8.4% |
| 3Y | +65.9% | +38.4% | +27.4% | +37.9% |
| 5Y | -7.6% | +26.2% | -33.8% | -21.1% |
| All | +271.2% | +257.3% | +13.9% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling