+55.2%
EWT vs CNI
+37.5%
+17.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.5% |
| 7D | -10.9% | +3.7% | -14.6% | -11.3% |
| 30D | -17.7% | +8.1% | -25.8% | -18.6% |
| 3M | -5.0% | +1.9% | -6.9% | -5.1% |
| 6M | +7.4% | +19.2% | -11.8% | +2.5% |
| YTD | +52.8% | +32.7% | +20.1% | +40.6% |
| 1Y | +55.2% | +37.0% | +18.2% | +41.1% |
| All | +55.2% | +37.5% | +17.6% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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