+6,438.2%
EW vs CPB
+62.2%
+6,376.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.8% |
| 7D | -0.3% | -8.6% | +8.2% | +1.5% |
| 30D | +1.0% | -7.2% | +8.3% | +2.5% |
| 3M | +2.8% | +0.9% | +1.9% | +2.3% |
| 6M | +5.5% | -11.8% | +17.3% | +7.6% |
| YTD | +5.5% | -19.4% | +24.9% | +9.3% |
| 1Y | +11.0% | -30.4% | +41.4% | +18.6% |
| 3Y | +17.7% | -40.2% | +57.9% | +27.6% |
| 5Y | -25.7% | -39.5% | +13.8% | -20.9% |
| 10Y | +132.8% | -47.4% | +180.2% | +147.8% |
| All | +6,438.2% | +62.2% | +6,376.0% | +4,842.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling