+156.8%
EWT vs CF
+68.7%
+88.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -2.8% |
| 7D | +13.2% | +5.4% | +7.9% | +13.7% |
| 30D | -14.3% | +6.5% | -20.8% | -13.7% |
| 3M | -8.4% | +4.6% | -13.0% | -7.9% |
| 6M | +3.7% | -3.3% | +7.0% | +4.3% |
| YTD | +53.1% | +63.9% | -10.8% | +45.6% |
| 1Y | +55.5% | +50.4% | +5.1% | +49.4% |
| All | +156.8% | +68.7% | +88.1% | +132.4% |
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 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