+2,195.4%
CB vs EWT
+452.2%
+1,743.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.7% | -3.2% |
| 7D | +0.2% | -11.7% | +12.0% | +4.5% |
| 30D | +9.1% | -23.2% | +32.3% | +19.2% |
| 3M | +3.4% | -12.5% | +15.9% | +7.3% |
| 6M | +14.1% | -5.9% | +20.0% | +13.0% |
| YTD | +18.0% | +40.5% | -22.5% | -1.0% |
| 1Y | +30.1% | +43.7% | -13.6% | +8.0% |
| 3Y | +71.8% | +136.6% | -64.9% | +12.8% |
| 5Y | +101.8% | +105.1% | -3.3% | +39.0% |
| 10Y | +252.1% | +387.0% | -134.8% | +67.1% |
| All | +2,195.4% | +452.2% | +1,743.2% | +613.7% |
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 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