+8.1%
EW vs CP
+19.5%
-11.4%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.5% |
| 7D | -4.4% | +2.4% | -6.9% | -4.8% |
| 30D | -3.3% | -0.5% | -2.8% | -3.3% |
| 3M | +1.0% | +1.4% | -0.4% | +0.6% |
| 6M | +6.2% | +10.3% | -4.1% | +4.1% |
| YTD | +1.7% | +24.3% | -22.6% | -1.0% |
| 1Y | +8.1% | +20.4% | -12.3% | +4.1% |
| All | +8.1% | +19.5% | -11.4% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling