+918.4%
EWT vs CF
+5,948.3%
-5,029.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.6% |
| 7D | +4.0% | +6.0% | -2.0% | +2.6% |
| 30D | +10.3% | +14.8% | -4.5% | +6.8% |
| 3M | +6.1% | +14.1% | -8.0% | +2.4% |
| 6M | +56.6% | +28.5% | +28.1% | +44.2% |
| YTD | +76.6% | +74.9% | +1.6% | +50.8% |
| 1Y | +97.9% | +61.7% | +36.2% | +71.6% |
| 3Y | +198.0% | +80.3% | +117.7% | +146.1% |
| 5Y | +151.8% | +226.0% | -74.2% | +70.8% |
| 10Y | +514.1% | +569.9% | -55.7% | +214.6% |
| All | +918.4% | +5,948.3% | -5,029.9% | +130.5% |
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 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