+6,438.2%
EW vs CP
+6,621.4%
-183.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -0.3% | -2.7% | +2.3% | +0.4% |
| 30D | +1.0% | +0.2% | +0.9% | +0.9% |
| 3M | +2.8% | +2.6% | +0.2% | +1.9% |
| 6M | +5.5% | +6.0% | -0.5% | +3.4% |
| YTD | +5.5% | +24.9% | -19.5% | -1.5% |
| 1Y | +11.0% | +20.1% | -9.1% | +4.8% |
| 3Y | +17.7% | +16.4% | +1.3% | +10.8% |
| 5Y | -25.7% | +31.7% | -57.5% | -32.9% |
| 10Y | +132.8% | +223.9% | -91.1% | +66.3% |
| All | +6,438.2% | +6,621.4% | -183.2% | +2,950.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling