+591.5%
EWT vs CMI
+13,177.1%
-12,585.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | +2.1% | +0.7% | +1.4% | +1.9% |
| 30D | +9.4% | -12.3% | +21.7% | +14.7% |
| 3M | +10.9% | -16.8% | +27.7% | +18.6% |
| 6M | +57.9% | +1.5% | +56.4% | +56.7% |
| YTD | +75.9% | +9.8% | +66.1% | +68.9% |
| 1Y | +89.7% | +42.6% | +47.1% | +64.9% |
| 3Y | +200.9% | +151.0% | +49.9% | +110.2% |
| 5Y | +154.5% | +167.0% | -12.5% | +71.1% |
| 10Y | +520.8% | +512.2% | +8.6% | +195.0% |
| All | +591.5% | +13,177.1% | -12,585.6% | -10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling