+594.1%
EWT vs CL
+462.1%
+132.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.3% | +2.3% |
| 7D | +4.0% | -2.2% | +6.1% | +4.7% |
| 30D | +10.3% | -4.8% | +15.1% | +12.0% |
| 3M | +6.1% | +4.9% | +1.2% | +3.6% |
| 6M | +56.6% | -5.7% | +62.3% | +58.3% |
| YTD | +76.6% | +14.4% | +62.2% | +66.7% |
| 1Y | +97.9% | +8.7% | +89.1% | +89.3% |
| 3Y | +198.0% | +30.0% | +168.0% | +161.6% |
| 5Y | +151.8% | +28.4% | +123.4% | +119.0% |
| 10Y | +514.1% | +50.1% | +464.0% | +386.9% |
| All | +594.1% | +462.1% | +132.0% | +248.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling