+594.1%
EWT vs CI
+996.0%
-401.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.1% |
| 7D | +4.0% | +1.3% | +2.7% | +3.7% |
| 30D | +10.3% | +4.4% | +5.9% | +9.2% |
| 3M | +6.1% | +0.7% | +5.4% | +5.4% |
| 6M | +56.6% | +0.3% | +56.3% | +55.3% |
| YTD | +76.6% | +3.8% | +72.8% | +73.5% |
| 1Y | +97.9% | -5.5% | +103.4% | +97.0% |
| 3Y | +198.0% | +8.1% | +189.9% | +181.1% |
| 5Y | +151.8% | +42.8% | +109.0% | +119.0% |
| 10Y | +514.1% | +143.9% | +370.2% | +349.3% |
| All | +594.1% | +996.0% | -401.9% | +218.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling