+239.8%
EW vs CP
+261.0%
-21.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +1.6% |
| 7D | +12.3% | +2.8% | +9.5% | +11.0% |
| 30D | +22.9% | +11.3% | +11.6% | +17.3% |
| 3M | +16.7% | +2.9% | +13.9% | +15.0% |
| 6M | +31.0% | +9.8% | +21.2% | +25.1% |
| YTD | +22.8% | +28.5% | -5.7% | +8.8% |
| 1Y | +25.6% | +33.5% | -7.9% | +9.2% |
| 3Y | +62.0% | +31.9% | +30.0% | +37.8% |
| 5Y | -12.8% | +25.5% | -38.3% | -25.3% |
| 10Y | +239.8% | +257.6% | -17.8% | +83.8% |
| All | +239.8% | +261.0% | -21.2% | +83.8% |
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