+6,781.2%
CME vs EWT
+1,404.4%
+5,376.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.1% | -1.1% |
| 7D | -1.6% | +4.0% | -5.5% | -3.4% |
| 30D | +6.2% | +10.3% | -4.1% | +1.3% |
| 3M | +10.4% | +6.1% | +4.3% | +5.4% |
| 6M | -9.5% | +56.6% | -66.2% | -29.9% |
| YTD | +6.0% | +76.6% | -70.6% | -23.1% |
| 1Y | +9.3% | +97.9% | -88.6% | -25.7% |
| 3Y | +57.7% | +198.0% | -140.3% | -17.8% |
| 5Y | +77.7% | +151.8% | -74.1% | -0.1% |
| 10Y | +281.2% | +514.1% | -232.9% | +23.7% |
| All | +6,781.2% | +1,404.4% | +5,376.8% | +1,338.5% |
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