+513.6%
EWT vs CLF
+133.3%
+380.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.6% |
| 7D | -1.1% | -3.5% | +2.4% | -0.6% |
| 30D | +4.5% | -1.6% | +6.0% | +4.6% |
| 3M | +8.3% | -12.0% | +20.3% | +9.6% |
| 6M | +54.2% | +30.0% | +24.3% | +47.7% |
| YTD | +74.6% | -9.2% | +83.8% | +73.9% |
| 1Y | +84.9% | +2.3% | +82.6% | +79.4% |
| 3Y | +197.5% | -14.4% | +211.9% | +184.1% |
| 5Y | +150.6% | -48.3% | +198.9% | +147.4% |
| All | +513.6% | +133.3% | +380.4% | +346.5% |
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