+462.7%
EWT vs CLF
+83.8%
+378.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.2% | +3.6% | +5.5% |
| 7D | +3.2% | +2.3% | +0.9% | +3.0% |
| 30D | -12.3% | +1.9% | -14.3% | -12.7% |
| 3M | -3.6% | +5.9% | -9.5% | -4.8% |
| 6M | +3.1% | +16.9% | -13.8% | -0.1% |
| YTD | +57.7% | -1.1% | +58.8% | +54.6% |
| 1Y | +60.3% | +28.8% | +31.4% | +51.4% |
| 3Y | +163.4% | -20.6% | +184.0% | +153.3% |
| 5Y | +127.4% | -41.5% | +169.0% | +120.7% |
| 10Y | +462.7% | +87.5% | +375.2% | +322.9% |
| All | +462.7% | +83.8% | +378.9% | +322.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling