+200.3%
EWT vs CL
+28.9%
+171.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +1.6% | -1.4% | +3.0% | +1.4% |
| 30D | +8.2% | -5.2% | +13.4% | +7.4% |
| 3M | +11.1% | +3.3% | +7.8% | +11.3% |
| 6M | +60.4% | -4.4% | +64.8% | +59.5% |
| YTD | +75.6% | +13.9% | +61.7% | +78.2% |
| 1Y | +91.3% | +7.6% | +83.7% | +93.9% |
| 3Y | +200.3% | +29.6% | +170.7% | +203.0% |
| All | +200.3% | +28.9% | +171.4% | +203.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling