+149.4%
EWT vs CAH
+393.5%
-244.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.9% |
| 7D | -1.1% | -5.1% | +4.0% | -0.7% |
| 30D | +4.5% | +0.2% | +4.3% | +4.4% |
| 3M | +8.3% | +6.3% | +2.0% | +7.5% |
| 6M | +54.2% | +9.4% | +44.8% | +52.8% |
| YTD | +74.6% | +15.0% | +59.6% | +71.7% |
| 1Y | +84.9% | +55.4% | +29.5% | +74.2% |
| 3Y | +197.5% | +173.8% | +23.7% | +154.1% |
| All | +149.4% | +393.5% | -244.1% | +81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling