+146.1%
EWT vs CLBK
+41.8%
+104.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.1% | -2.6% |
| 7D | -1.1% | -1.4% | +0.3% | -0.9% |
| 30D | +4.8% | +4.5% | +0.3% | +4.0% |
| 3M | +11.1% | +22.8% | -11.6% | +7.2% |
| 6M | +54.6% | +43.4% | +11.2% | +45.2% |
| YTD | +71.4% | +64.1% | +7.3% | +57.1% |
| 1Y | +82.1% | +67.6% | +14.5% | +66.0% |
| 3Y | +193.2% | +53.3% | +140.0% | +167.2% |
| 5Y | +146.1% | +44.8% | +101.3% | +115.4% |
| All | +146.1% | +41.8% | +104.3% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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