+156.4%
EWT vs CLF
-48.3%
+204.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | +1.6% | +6.5% | -4.9% | +0.6% |
| 30D | +8.2% | +0.2% | +8.0% | +8.0% |
| 3M | +11.1% | -3.1% | +14.1% | +10.9% |
| 6M | +60.4% | +25.0% | +35.4% | +53.7% |
| YTD | +75.6% | -7.5% | +83.0% | +74.1% |
| 1Y | +91.3% | +11.5% | +79.8% | +82.3% |
| 3Y | +200.3% | -13.7% | +214.0% | +183.9% |
| 5Y | +156.4% | -47.0% | +203.4% | +152.2% |
| All | +156.4% | -48.3% | +204.7% | +152.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling