+27.2%
CB vs EWT
+52.9%
-25.7%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.2% | -7.6% | +1.1% |
| 7D | -1.5% | -5.0% | +3.5% | -2.5% |
| 30D | +6.5% | -16.3% | +22.8% | +2.3% |
| 3M | +4.1% | -7.2% | +11.3% | +2.6% |
| 6M | +14.4% | -0.5% | +14.9% | +14.3% |
| YTD | +17.5% | +50.6% | -33.1% | +25.1% |
| All | +27.2% | +52.9% | -25.7% | +35.7% |
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