+82.1%
EWT vs CI
-4.4%
+86.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.4% |
| 7D | -1.1% | -1.3% | +0.2% | -1.2% |
| 30D | +4.8% | +3.1% | +1.7% | +5.1% |
| 3M | +11.1% | -4.5% | +15.7% | +11.0% |
| 6M | +54.6% | +8.3% | +46.4% | +54.4% |
| YTD | +71.4% | +3.8% | +67.7% | +71.7% |
| 1Y | +82.1% | -5.0% | +87.1% | +84.0% |
| All | +82.1% | -4.4% | +86.6% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling