-7.4%
EW vs CP
+25.9%
-33.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.7% |
| 7D | +6.5% | -0.7% | +7.2% | +6.7% |
| 30D | +22.5% | +9.6% | +12.8% | +18.6% |
| 3M | +13.0% | +2.2% | +10.7% | +11.9% |
| 6M | +37.1% | +11.1% | +26.0% | +31.5% |
| YTD | +24.1% | +28.2% | -4.1% | +12.5% |
| 1Y | +24.2% | +32.2% | -7.9% | +11.3% |
| 3Y | +64.8% | +35.5% | +29.3% | +41.4% |
| 5Y | -7.4% | +26.8% | -34.2% | -18.7% |
| All | -7.4% | +25.9% | -33.4% | -18.7% |
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