+82.1%
EWT vs CNP
+6.4%
+75.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.9% |
| 7D | -1.1% | -2.2% | +1.1% | -1.6% |
| 30D | +4.8% | -2.1% | +6.8% | +4.3% |
| 3M | +11.1% | -7.9% | +19.1% | +8.7% |
| 6M | +54.6% | -8.3% | +62.9% | +51.8% |
| YTD | +71.4% | +3.8% | +67.7% | +70.4% |
| 1Y | +82.1% | +5.9% | +76.2% | +81.6% |
| All | +82.1% | +6.4% | +75.7% | +81.6% |
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