+243.0%
CB vs EWT
+418.9%
-175.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.2% | -7.6% | -2.1% |
| 7D | -1.5% | -5.0% | +3.5% | -0.6% |
| 30D | +6.5% | -16.3% | +22.8% | +10.7% |
| 3M | +4.1% | -7.2% | +11.3% | +5.1% |
| 6M | +14.4% | -0.5% | +14.9% | +11.4% |
| YTD | +17.5% | +50.6% | -33.1% | -1.5% |
| 1Y | +27.5% | +54.8% | -27.3% | +5.6% |
| 3Y | +71.6% | +155.5% | -83.9% | +10.0% |
| 5Y | +100.6% | +116.4% | -15.8% | +39.3% |
| 10Y | +243.0% | +421.4% | -178.4% | +53.9% |
| All | +243.0% | +418.9% | -175.9% | +53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling