+116.4%
EWT vs CLF
-47.4%
+163.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +7.0% | +0.2% | +6.1% |
| 7D | -5.0% | -14.1% | +9.1% | -2.7% |
| 30D | -16.3% | -5.5% | -10.8% | -15.7% |
| 3M | -7.2% | 0.0% | -7.2% | -7.7% |
| 6M | -0.5% | +11.3% | -11.7% | -3.2% |
| YTD | +50.6% | -7.7% | +58.2% | +48.8% |
| 1Y | +54.8% | +17.5% | +37.3% | +47.4% |
| 3Y | +155.5% | -25.4% | +180.9% | +147.1% |
| 5Y | +116.4% | -46.0% | +162.4% | +109.8% |
| All | +116.4% | -47.4% | +163.9% | +109.8% |
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