+491.8%
EWT vs CL
+523.7%
-31.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.4% | +5.8% | +6.7% |
| 7D | -5.0% | +0.5% | -5.5% | -5.2% |
| 30D | -16.3% | +11.6% | -27.9% | -19.5% |
| 3M | -7.2% | +5.6% | -12.8% | -9.2% |
| 6M | -0.5% | +13.2% | -13.6% | -5.6% |
| YTD | +50.6% | +26.9% | +23.6% | +36.9% |
| 1Y | +54.8% | +27.3% | +27.5% | +40.5% |
| 3Y | +155.5% | +39.7% | +115.8% | +119.0% |
| 5Y | +116.4% | +41.3% | +75.1% | +82.1% |
| 10Y | +421.4% | +76.3% | +345.1% | +288.9% |
| All | +491.8% | +523.7% | -31.9% | +185.9% |
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