+55.2%
EWT vs CNP
+8.7%
+46.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -2.1% |
| 7D | -10.9% | -1.3% | -9.6% | -11.1% |
| 30D | -17.7% | +8.7% | -26.4% | -16.1% |
| 3M | -5.0% | -0.7% | -4.3% | -5.6% |
| 6M | +7.4% | -4.2% | +11.6% | +5.9% |
| YTD | +52.8% | +8.9% | +43.9% | +54.8% |
| 1Y | +55.2% | +8.3% | +46.8% | +57.9% |
| All | +55.2% | +8.7% | +46.5% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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