+590.1%
EWT vs CLX
+346.1%
+244.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.2% |
| 7D | +1.6% | -3.5% | +5.2% | +2.4% |
| 30D | +8.2% | -11.9% | +20.1% | +11.2% |
| 3M | +11.1% | -2.6% | +13.7% | +11.2% |
| 6M | +60.4% | -18.2% | +78.6% | +66.5% |
| YTD | +75.6% | -5.9% | +81.5% | +76.3% |
| 1Y | +91.3% | -23.8% | +115.2% | +101.3% |
| 3Y | +200.3% | -33.6% | +233.9% | +221.9% |
| 5Y | +156.4% | -35.7% | +192.1% | +170.9% |
| 10Y | +495.8% | -2.5% | +498.3% | +418.9% |
| All | +590.1% | +346.1% | +244.1% | +289.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling