+594.1%
EWT vs CNP
+446.3%
+147.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.6% | +2.0% |
| 7D | +4.0% | +1.1% | +2.9% | +3.8% |
| 30D | +10.3% | -1.8% | +12.1% | +10.6% |
| 3M | +6.1% | -4.6% | +10.7% | +6.7% |
| 6M | +56.6% | -8.8% | +65.5% | +58.6% |
| YTD | +76.6% | +5.2% | +71.3% | +74.5% |
| 1Y | +97.9% | +8.3% | +89.6% | +94.5% |
| 3Y | +198.0% | +54.9% | +143.1% | +174.3% |
| 5Y | +151.8% | +73.5% | +78.3% | +126.3% |
| 10Y | +514.1% | +139.1% | +375.0% | +409.4% |
| All | +594.1% | +446.3% | +147.8% | +405.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling