+136.6%
EWT vs CF
+57.7%
+78.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.7% | +3.2% | +4.0% |
| 7D | -11.7% | -3.2% | -8.6% | -11.7% |
| 30D | -23.2% | +4.3% | -27.6% | -22.9% |
| 3M | -12.5% | +2.8% | -15.3% | -12.1% |
| 6M | -5.9% | +0.6% | -6.5% | -5.6% |
| YTD | +40.5% | +56.6% | -16.2% | +33.3% |
| 1Y | +43.7% | +49.6% | -5.9% | +37.1% |
| 3Y | +136.6% | +61.5% | +75.1% | +113.5% |
| All | +136.6% | +57.7% | +78.9% | +113.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling