+7,232.4%
EW vs CP
+6,794.9%
+437.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.1% | +1.7% |
| 7D | +6.8% | +6.1% | +0.7% | +5.0% |
| 30D | +16.6% | +9.8% | +6.8% | +13.6% |
| 3M | +13.3% | +2.7% | +10.6% | +12.3% |
| 6M | +21.6% | +12.8% | +8.8% | +17.2% |
| YTD | +18.3% | +28.2% | -9.9% | +9.7% |
| 1Y | +21.7% | +34.1% | -12.4% | +11.3% |
| 3Y | +50.3% | +28.9% | +21.5% | +37.5% |
| 5Y | -15.0% | +27.1% | -42.1% | -22.5% |
| 10Y | +237.5% | +264.8% | -27.3% | +134.3% |
| All | +7,232.4% | +6,794.9% | +437.4% | +3,294.5% |
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