+271.2%
EW vs CPB
-38.9%
+310.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +1.0% |
| 7D | +4.9% | -1.6% | +6.5% | +5.1% |
| 30D | +23.9% | +19.2% | +4.7% | +21.7% |
| 3M | +15.8% | -0.9% | +16.7% | +15.7% |
| 6M | +31.7% | +15.2% | +16.4% | +29.5% |
| YTD | +25.7% | -13.1% | +38.8% | +26.7% |
| 1Y | +24.4% | -22.4% | +46.9% | +26.9% |
| 3Y | +65.9% | -35.3% | +101.2% | +70.7% |
| 5Y | -7.6% | -33.0% | +25.4% | -6.4% |
| All | +271.2% | -38.9% | +310.1% | +301.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling