+32.2%
CB vs EWT
+54.0%
-21.8%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +1.8% |
| 7D | +5.3% | -10.9% | +16.1% | +2.3% |
| 30D | +13.2% | -17.7% | +30.9% | +8.2% |
| 3M | +7.8% | -5.0% | +12.8% | +6.6% |
| 6M | +15.8% | +7.4% | +8.4% | +16.6% |
| YTD | +21.0% | +52.8% | -31.8% | +28.8% |
| 1Y | +32.2% | +55.2% | -23.0% | +41.2% |
| All | +32.2% | +54.0% | -21.8% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1y: compounded portfolio wealth divided by compounded EWT 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…
1y analysis · Full analysis span regression · 6 months rolling