+55.2%
EWT vs CMI
+10.9%
+44.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.8% | +4.6% | +1.6% |
| 7D | -10.9% | -11.2% | +0.3% | -5.7% |
| 30D | -17.7% | -9.8% | -7.9% | -13.6% |
| 3M | -5.0% | -25.5% | +20.5% | +9.1% |
| 6M | +7.4% | -27.7% | +35.0% | +25.0% |
| YTD | +52.8% | -6.6% | +59.4% | +60.5% |
| 1Y | +55.2% | +11.7% | +43.5% | +57.8% |
| All | +55.2% | +10.9% | +44.3% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling