+501.7%
EWT vs CI
+1,055.7%
-554.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.6% |
| 7D | +13.2% | -1.7% | +15.0% | +13.6% |
| 30D | -14.3% | +4.9% | -19.2% | -15.3% |
| 3M | -8.4% | +7.4% | -15.8% | -10.1% |
| 6M | +3.7% | +0.4% | +3.3% | +2.7% |
| YTD | +53.1% | +9.5% | +43.6% | +48.3% |
| 1Y | +55.5% | +12.0% | +43.5% | +49.8% |
| 3Y | +155.6% | +7.1% | +148.5% | +141.5% |
| 5Y | +119.3% | +49.3% | +70.0% | +88.6% |
| 10Y | +446.2% | +146.6% | +299.6% | +298.4% |
| All | +501.7% | +1,055.7% | -554.0% | +172.0% |
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 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