+199.8%
EWT vs CG
+48.1%
+151.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +1.4% |
| 7D | +2.1% | -6.4% | +8.6% | +4.1% |
| 30D | +9.4% | -7.1% | +16.4% | +11.5% |
| 3M | +10.9% | -1.6% | +12.5% | +10.9% |
| 6M | +57.9% | -8.3% | +66.3% | +61.0% |
| YTD | +75.9% | -23.8% | +99.7% | +88.2% |
| 1Y | +89.7% | -28.7% | +118.4% | +106.3% |
| All | +199.8% | +48.1% | +151.7% | +152.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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