+452.3%
EWT vs CL
+88.0%
+364.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.1% |
| 7D | +9.1% | +3.2% | +5.9% | +8.7% |
| 30D | -12.2% | +8.0% | -20.3% | -13.2% |
| 3M | -9.4% | +7.9% | -17.3% | -10.5% |
| 6M | +2.7% | +14.7% | -12.1% | 0.0% |
| YTD | +53.3% | +29.2% | +24.1% | +45.8% |
| 1Y | +59.2% | +29.5% | +29.6% | +51.2% |
| 3Y | +157.1% | +40.7% | +116.4% | +134.5% |
| 5Y | +119.6% | +43.9% | +75.8% | +97.1% |
| All | +452.3% | +88.0% | +364.3% | +355.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling