+52.2%
EW vs CPB
-36.0%
+88.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.4% |
| 7D | +11.0% | +8.0% | +3.0% | +10.6% |
| 30D | +19.1% | +22.4% | -3.3% | +18.2% |
| 3M | +14.4% | +2.5% | +11.8% | +14.0% |
| 6M | +22.8% | +12.2% | +10.5% | +22.3% |
| YTD | +19.8% | -12.8% | +32.6% | +18.9% |
| 1Y | +23.9% | -19.2% | +43.1% | +23.1% |
| 3Y | +52.2% | -35.6% | +87.8% | +47.1% |
| All | +52.2% | -36.0% | +88.2% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling