+710.1%
EWT vs CF
+5,315.1%
-4,605.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.7% | +3.2% | +3.8% |
| 7D | -11.7% | -3.2% | -8.6% | -11.3% |
| 30D | -23.2% | +4.3% | -27.6% | -24.2% |
| 3M | -12.5% | +2.8% | -15.3% | -13.7% |
| 6M | -5.9% | +0.6% | -6.5% | -7.5% |
| YTD | +40.5% | +56.6% | -16.2% | +22.2% |
| 1Y | +43.7% | +49.6% | -5.9% | +26.3% |
| 3Y | +136.6% | +61.5% | +75.1% | +99.6% |
| 5Y | +105.1% | +124.0% | -18.9% | +52.1% |
| 10Y | +387.0% | +573.2% | -186.2% | +147.4% |
| All | +710.1% | +5,315.1% | -4,605.0% | +86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling