+127.4%
EWT vs CI
+52.1%
+75.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.6% | +6.4% | +5.8% |
| 7D | +3.2% | -1.3% | +4.5% | +3.2% |
| 30D | -12.3% | +6.4% | -18.7% | -12.5% |
| 3M | -3.6% | +10.7% | -14.3% | -3.9% |
| 6M | +3.1% | +5.5% | -2.3% | +2.9% |
| YTD | +57.7% | +11.4% | +46.3% | +56.6% |
| 1Y | +60.3% | +15.0% | +45.2% | +58.8% |
| 3Y | +163.4% | +9.0% | +154.4% | +158.4% |
| 5Y | +127.4% | +52.0% | +75.5% | +100.6% |
| All | +127.4% | +52.1% | +75.3% | +100.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling