+97.9%
EWT vs CL
+8.2%
+89.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.3% | +1.5% |
| 7D | +4.0% | -2.2% | +6.1% | +3.4% |
| 30D | +10.3% | -4.8% | +15.1% | +9.0% |
| 3M | +6.1% | +4.9% | +1.2% | +6.6% |
| 6M | +56.6% | -5.7% | +62.3% | +53.7% |
| YTD | +76.6% | +14.4% | +62.2% | +84.8% |
| 1Y | +97.9% | +8.7% | +89.1% | +108.7% |
| All | +97.9% | +8.2% | +89.7% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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