+146.1%
EWT vs CG
+2.7%
+143.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.2% | -1.8% |
| 7D | -1.1% | -9.8% | +8.7% | +2.0% |
| 30D | +4.8% | -10.3% | +15.1% | +8.0% |
| 3M | +11.1% | -1.7% | +12.8% | +11.2% |
| 6M | +54.6% | -9.8% | +64.4% | +58.5% |
| YTD | +71.4% | -25.6% | +97.0% | +84.9% |
| 1Y | +82.1% | -32.5% | +114.6% | +101.5% |
| 3Y | +193.2% | +45.6% | +147.6% | +148.1% |
| 5Y | +146.1% | +3.7% | +142.4% | +115.9% |
| All | +146.1% | +2.7% | +143.4% | +115.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling