+24.5%
EW vs CP
+33.1%
-8.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +2.1% |
| 7D | +12.3% | +2.8% | +9.5% | +11.7% |
| 30D | +22.9% | +11.3% | +11.6% | +20.6% |
| 3M | +16.7% | +2.9% | +13.9% | +15.9% |
| 6M | +31.0% | +9.8% | +21.2% | +28.0% |
| YTD | +22.8% | +28.5% | -5.7% | +18.1% |
| All | +24.5% | +33.1% | -8.6% | +18.0% |
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