-14.6%
EW vs CPB
-31.3%
+16.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.4% |
| 7D | +11.0% | +8.0% | +3.0% | +10.5% |
| 30D | +19.1% | +22.4% | -3.3% | +17.8% |
| 3M | +14.4% | +2.5% | +11.8% | +14.0% |
| 6M | +22.8% | +12.2% | +10.5% | +21.9% |
| YTD | +19.8% | -12.8% | +32.6% | +19.7% |
| 1Y | +23.9% | -19.2% | +43.1% | +24.2% |
| 3Y | +52.2% | -35.6% | +87.8% | +52.2% |
| All | -14.6% | -31.3% | +16.8% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling