+621.4%
EWT vs CNH
+64.7%
+556.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.2% | +0.7% |
| 7D | +4.0% | +23.3% | -19.3% | -2.1% |
| 30D | +10.3% | +33.5% | -23.2% | +1.3% |
| 3M | +6.1% | +32.7% | -26.6% | -2.7% |
| 6M | +56.6% | +22.2% | +34.5% | +46.2% |
| YTD | +76.6% | +57.7% | +18.9% | +52.9% |
| 1Y | +97.9% | +28.0% | +69.9% | +81.2% |
| 3Y | +198.0% | +11.5% | +186.4% | +176.7% |
| 5Y | +151.8% | +11.9% | +139.9% | +127.9% |
| 10Y | +514.1% | +162.8% | +351.3% | +313.7% |
| All | +621.4% | +64.7% | +556.8% | +414.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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