+452.3%
EWT vs CLF
+74.2%
+378.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.6% |
| 7D | +9.1% | +10.4% | -1.3% | +7.6% |
| 30D | -12.2% | +0.6% | -12.8% | -12.4% |
| 3M | -9.4% | +4.1% | -13.5% | -10.3% |
| 6M | +2.7% | +15.1% | -12.4% | -0.4% |
| YTD | +53.3% | -4.7% | +58.0% | +51.1% |
| 1Y | +59.2% | +20.4% | +38.8% | +51.9% |
| 3Y | +157.1% | -23.4% | +180.5% | +148.5% |
| 5Y | +119.6% | -43.3% | +162.9% | +114.0% |
| All | +452.3% | +74.2% | +378.1% | +317.9% |
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