-32.5%
CBRS vs EWT
+18.7%
-51.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.9% | +8.4% | +8.2% |
| 7D | +17.3% | +4.0% | +13.3% | +12.4% |
| 30D | -2.0% | +10.3% | -12.3% | -11.2% |
| 3M | -2.5% | +6.1% | -8.6% | -13.1% |
| All | -32.5% | +18.7% | -51.2% | -40.8% |
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 · Available span rolling