+235.5%
EW vs CP
+253.8%
-18.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +2.0% |
| 7D | +11.0% | +2.8% | +8.2% | +9.7% |
| 30D | +19.1% | +10.2% | +8.9% | +14.1% |
| 3M | +14.4% | +2.4% | +12.0% | +12.9% |
| 6M | +22.8% | +7.7% | +15.1% | +18.2% |
| YTD | +19.8% | +26.0% | -6.2% | +7.0% |
| 1Y | +23.9% | +34.6% | -10.7% | +7.3% |
| 3Y | +52.2% | +26.7% | +25.5% | +31.9% |
| 5Y | -13.9% | +24.9% | -38.8% | -26.2% |
| All | +235.5% | +253.8% | -18.3% | +85.5% |
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