+54.6%
EWT vs CNI
+14.7%
+39.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -2.0% | -2.5% |
| 7D | -1.1% | -1.1% | 0.0% | -1.1% |
| 30D | +4.8% | -3.5% | +8.3% | +5.0% |
| 3M | +11.1% | +2.2% | +8.9% | +10.5% |
| 6M | +54.6% | +15.1% | +39.5% | +44.9% |
| All | +54.6% | +14.7% | +39.9% | +44.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling