-8.8%
EW vs CP
+27.5%
-36.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | +4.9% | +0.9% | +4.0% | +4.6% |
| 30D | +24.1% | +10.3% | +13.7% | +19.9% |
| 3M | +13.7% | +2.3% | +11.4% | +12.6% |
| 6M | +32.7% | +10.7% | +22.0% | +27.4% |
| YTD | +24.1% | +29.3% | -5.2% | +12.2% |
| 1Y | +23.6% | +31.5% | -7.8% | +11.0% |
| 3Y | +64.8% | +36.7% | +28.1% | +41.0% |
| 5Y | -8.8% | +26.8% | -35.6% | -19.7% |
| All | -8.8% | +27.5% | -36.3% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling