+22.8%
CB vs EWT
+99.0%
-76.2%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -1.5% |
| 7D | +0.5% | +4.0% | -3.5% | +1.4% |
| 30D | -3.1% | +10.3% | -13.4% | -0.8% |
| 3M | +9.0% | +6.1% | +2.9% | +11.3% |
| 6M | +2.9% | +56.6% | -53.8% | +9.7% |
| YTD | +10.1% | +76.6% | -66.5% | +20.9% |
| 1Y | +22.8% | +97.9% | -75.1% | +38.0% |
| All | +22.8% | +99.0% | -76.2% | +38.0% |
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