+496.5%
EWT vs CF
+575.3%
-78.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.3% |
| 7D | +4.0% | +6.0% | -2.0% | +3.2% |
| 30D | +10.3% | +14.8% | -4.5% | +8.2% |
| 3M | +6.1% | +14.1% | -8.0% | +3.9% |
| 6M | +56.6% | +28.5% | +28.1% | +48.4% |
| YTD | +76.6% | +74.9% | +1.6% | +58.7% |
| 1Y | +97.9% | +61.7% | +36.2% | +79.8% |
| 3Y | +198.0% | +80.3% | +117.7% | +161.2% |
| 5Y | +151.8% | +226.0% | -74.2% | +89.2% |
| All | +496.5% | +575.3% | -78.8% | +302.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling