+513.6%
EWT vs CLX
-3.7%
+517.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +3.0% | +1.9% |
| 7D | -1.1% | -5.7% | +4.6% | -0.7% |
| 30D | +4.5% | -17.0% | +21.5% | +5.7% |
| 3M | +8.3% | -9.7% | +17.9% | +8.9% |
| 6M | +54.2% | -19.8% | +74.1% | +56.4% |
| YTD | +74.6% | -9.8% | +84.4% | +75.7% |
| 1Y | +84.9% | -26.2% | +111.1% | +88.6% |
| 3Y | +197.5% | -36.2% | +233.7% | +205.4% |
| 5Y | +150.6% | -38.3% | +188.9% | +156.2% |
| All | +513.6% | -3.7% | +517.3% | +447.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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