+97.9%
EWT vs CAH
+65.8%
+32.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.4% | +1.8% |
| 7D | +4.0% | +5.4% | -1.4% | +4.5% |
| 30D | +10.3% | +3.3% | +7.0% | +10.6% |
| 3M | +6.1% | +22.8% | -16.7% | +7.7% |
| 6M | +56.6% | +11.3% | +45.4% | +59.3% |
| YTD | +76.6% | +21.1% | +55.4% | +80.7% |
| 1Y | +97.9% | +67.2% | +30.6% | +105.9% |
| All | +97.9% | +65.8% | +32.0% | +105.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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 · 6 months rolling