+156.4%
EWT vs CP
+34.0%
+122.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +1.6% | +2.4% | -0.8% | +0.8% |
| 30D | +8.2% | -0.5% | +8.7% | +8.3% |
| 3M | +11.1% | +1.4% | +9.6% | +10.0% |
| 6M | +60.4% | +10.3% | +50.1% | +53.7% |
| YTD | +75.6% | +24.3% | +51.3% | +60.6% |
| 1Y | +91.3% | +20.4% | +70.9% | +76.9% |
| 3Y | +200.3% | +21.8% | +178.5% | +172.5% |
| 5Y | +156.4% | +31.5% | +124.9% | +124.6% |
| All | +156.4% | +34.0% | +122.3% | +124.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling