+51.4%
EWT vs CP
+32.9%
+18.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -1.0% |
| 7D | -3.7% | +2.8% | -6.5% | -4.0% |
| 30D | -17.2% | +11.0% | -28.2% | -18.5% |
| 3M | -7.3% | +3.8% | -11.2% | -7.8% |
| 6M | -1.5% | +9.5% | -11.0% | -3.9% |
| YTD | +49.0% | +28.2% | +20.8% | +41.4% |
| All | +51.4% | +32.9% | +18.6% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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