+154.5%
EWT vs CNP
+70.6%
+83.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | +2.1% | +0.7% | +1.5% | +2.0% |
| 30D | +9.4% | -0.1% | +9.4% | +9.4% |
| 3M | +10.9% | -5.6% | +16.5% | +11.4% |
| 6M | +57.9% | -7.5% | +65.4% | +59.1% |
| YTD | +75.9% | +5.5% | +70.4% | +73.2% |
| 1Y | +89.7% | +8.3% | +81.4% | +85.7% |
| 3Y | +200.9% | +51.8% | +149.1% | +173.5% |
| 5Y | +154.5% | +69.9% | +84.6% | +129.9% |
| All | +154.5% | +70.6% | +83.9% | +129.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling