+53.5%
CME vs EWT
+199.6%
-146.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.2% |
| 7D | -2.9% | +1.6% | -4.5% | -2.7% |
| 30D | +5.5% | +8.2% | -2.7% | +6.7% |
| 3M | +11.0% | +11.1% | -0.1% | +12.9% |
| 6M | -9.7% | +60.4% | -70.1% | -5.0% |
| YTD | +4.9% | +75.6% | -70.7% | +11.0% |
| 1Y | +10.1% | +91.3% | -81.2% | +17.2% |
| 3Y | +53.5% | +200.3% | -146.8% | +61.1% |
| All | +53.5% | +199.6% | -146.1% | +61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling