+1,103.8%
EWT vs CNC
+5,287.0%
-4,183.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +2.1% | -4.9% | +7.0% | +2.9% |
| 30D | +9.4% | -3.8% | +13.1% | +9.9% |
| 3M | +10.9% | -3.2% | +14.1% | +11.1% |
| 6M | +57.9% | +47.9% | +10.1% | +46.8% |
| YTD | +75.9% | +55.7% | +20.2% | +61.6% |
| 1Y | +89.7% | +106.2% | -16.5% | +65.4% |
| 3Y | +200.9% | -2.1% | +202.9% | +184.7% |
| 5Y | +154.5% | +3.4% | +151.1% | +134.6% |
| 10Y | +520.8% | +91.7% | +429.1% | +388.7% |
| All | +1,103.8% | +5,287.0% | -4,183.1% | +399.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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