+216.8%
CB vs EWT
+493.5%
-276.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.3% |
| 7D | -0.6% | +1.6% | -2.3% | -1.0% |
| 30D | -3.9% | +8.2% | -12.1% | -6.0% |
| 3M | +4.9% | +11.1% | -6.2% | +1.0% |
| 6M | +3.3% | +60.4% | -57.2% | -13.0% |
| YTD | +8.5% | +75.6% | -67.1% | -11.8% |
| 1Y | +22.1% | +91.3% | -69.3% | -4.4% |
| 3Y | +70.1% | +200.3% | -130.2% | +5.5% |
| 5Y | +97.4% | +156.4% | -59.0% | +31.7% |
| 10Y | +216.8% | +495.8% | -279.0% | +34.5% |
| All | +216.8% | +493.5% | -276.7% | +34.5% |
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