+200.3%
EWT vs CI
+4.2%
+196.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.3% | -0.6% |
| 7D | +1.6% | -2.0% | +3.7% | +1.6% |
| 30D | +8.2% | -1.8% | +10.0% | +8.1% |
| 3M | +11.1% | -4.2% | +15.3% | +11.0% |
| 6M | +60.4% | +2.7% | +57.7% | +60.3% |
| YTD | +75.6% | +1.9% | +73.7% | +75.5% |
| 1Y | +91.3% | -6.3% | +97.6% | +91.4% |
| 3Y | +200.3% | +3.9% | +196.4% | +194.9% |
| All | +200.3% | +4.2% | +196.1% | +194.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling