+2,041.6%
CB vs EWT
+594.1%
+1,447.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.6% |
| 7D | +0.5% | +4.0% | -3.5% | -1.0% |
| 30D | -3.1% | +10.3% | -13.4% | -6.7% |
| 3M | +9.0% | +6.1% | +2.9% | +4.9% |
| 6M | +2.9% | +56.6% | -53.8% | -15.7% |
| YTD | +10.1% | +76.6% | -66.5% | -14.2% |
| 1Y | +22.8% | +97.9% | -75.1% | -9.0% |
| 3Y | +73.8% | +198.0% | -124.2% | +5.8% |
| 5Y | +99.2% | +151.8% | -52.6% | +28.6% |
| 10Y | +218.2% | +514.1% | -295.9% | +39.9% |
| All | +2,041.6% | +594.1% | +1,447.5% | +518.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling