+149.4%
EWT vs CMI
+164.8%
-15.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.3% |
| 7D | -1.1% | -0.7% | -0.4% | -0.8% |
| 30D | +4.5% | -12.4% | +16.8% | +10.4% |
| 3M | +8.3% | -14.8% | +23.0% | +15.7% |
| 6M | +54.2% | +0.8% | +53.4% | +53.7% |
| YTD | +74.6% | +10.2% | +64.4% | +67.0% |
| 1Y | +84.9% | +37.4% | +47.5% | +61.4% |
| 3Y | +197.5% | +153.3% | +44.3% | +101.6% |
| All | +149.4% | +164.8% | -15.4% | +59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling