+468.2%
EWT vs CF
+470.5%
-2.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.7% | +5.1% | +5.7% |
| 7D | +3.2% | +10.4% | -7.1% | +1.9% |
| 30D | -12.3% | +7.6% | -19.9% | -13.3% |
| 3M | -3.6% | +5.2% | -8.8% | -4.6% |
| 6M | +3.1% | -0.1% | +3.2% | +2.3% |
| YTD | +57.7% | +61.7% | -4.0% | +42.4% |
| 1Y | +60.3% | +50.3% | +9.9% | +46.4% |
| 3Y | +163.4% | +66.0% | +97.4% | +132.3% |
| 5Y | +127.4% | +114.5% | +12.9% | +83.7% |
| All | +468.2% | +470.5% | -2.3% | +275.6% |
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