+594.1%
EWT vs CP
+5,019.6%
-4,425.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.5% | +1.7% |
| 7D | +4.0% | -2.7% | +6.6% | +5.0% |
| 30D | +10.3% | +0.2% | +10.1% | +10.1% |
| 3M | +6.1% | +2.6% | +3.5% | +4.5% |
| 6M | +56.6% | +6.0% | +50.7% | +52.1% |
| YTD | +76.6% | +24.9% | +51.6% | +59.8% |
| 1Y | +97.9% | +20.1% | +77.8% | +81.7% |
| 3Y | +198.0% | +16.4% | +181.6% | +173.8% |
| 5Y | +151.8% | +31.7% | +120.0% | +115.5% |
| 10Y | +514.1% | +223.9% | +290.3% | +246.0% |
| All | +594.1% | +5,019.6% | -4,425.5% | +36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling