+153.0%
EWT vs CL
+28.4%
+124.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.3% | +1.8% |
| 7D | +4.0% | -2.2% | +6.1% | +3.9% |
| 30D | +10.3% | -4.8% | +15.1% | +10.2% |
| 3M | +6.1% | +4.9% | +1.2% | +5.8% |
| 6M | +56.6% | -5.7% | +62.3% | +56.4% |
| YTD | +76.6% | +14.4% | +62.2% | +76.0% |
| 1Y | +97.9% | +8.7% | +89.1% | +97.7% |
| 3Y | +198.0% | +30.0% | +168.0% | +186.4% |
| All | +153.0% | +28.4% | +124.6% | +140.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling