Portfolio Performance Evaluation on Financial Portfolio 2019-2024 (93 trading days)
37.17Total ReturnEW Buy-Hold
Evaluation results
| Method | Links | |||||
|---|---|---|---|---|---|---|
| EW Buy-HoldCosts=15 bps2026.03 | 37.17 | 135.48 | 24.18 | 5.6 | 10.47 | |
| CMMDCosts=15 bps2026.03 | 14.17 | 43.2 | 10.51 | 4.11 | 5.64 | |
| Raw AlphaCosts=15 bps2026.03 | 8.44 | 24.56 | 8.9 | 2.76 | 5.57 | |
| Momentum-20dCosts=15 bps2026.03 | 6.45 | 16.54 | 19.33 | 0.86 | 12.39 | |
| Debiased AlphaCosts=15 bps2026.03 | 3.15 | 8.76 | 5.68 | 1.54 | 4.55 | |
| RandomCosts=15 bps2026.03 | 0.37 | 1 | 4.3 | 0.23 | 3.01 |