+7,328.4%
EW vs CP
+6,678.0%
+650.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.8% |
| 7D | +11.0% | +2.8% | +8.2% | +10.2% |
| 30D | +19.1% | +10.2% | +8.9% | +15.8% |
| 3M | +14.4% | +2.4% | +12.0% | +13.4% |
| 6M | +22.8% | +7.7% | +15.1% | +19.9% |
| YTD | +19.8% | +26.0% | -6.2% | +11.6% |
| 1Y | +23.9% | +34.6% | -10.7% | +13.2% |
| 3Y | +52.2% | +26.7% | +25.5% | +39.9% |
| 5Y | -13.9% | +24.9% | -38.8% | -21.1% |
| 10Y | +241.9% | +258.6% | -16.7% | +138.4% |
| All | +7,328.4% | +6,678.0% | +650.4% | +3,355.0% |
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 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