+59.2%
EWT vs CF
+50.1%
+9.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.2% |
| 7D | +9.1% | +4.8% | +4.3% | +10.4% |
| 30D | -12.2% | +4.7% | -16.9% | -10.7% |
| 3M | -9.4% | +7.4% | -16.8% | -7.0% |
| 6M | +2.7% | +0.6% | +2.1% | +4.4% |
| YTD | +53.3% | +64.1% | -10.8% | +54.2% |
| 1Y | +59.2% | +51.4% | +7.8% | +61.4% |
| All | +59.2% | +50.1% | +9.1% | +61.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling