+513.6%
EWT vs CPB
-45.3%
+558.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | -1.1% | -1.8% | +0.6% | -1.1% |
| 30D | +4.5% | -7.1% | +11.5% | +4.5% |
| 3M | +8.3% | -6.0% | +14.3% | +8.3% |
| 6M | +54.2% | -5.3% | +59.5% | +54.3% |
| YTD | +74.6% | -20.8% | +95.4% | +75.4% |
| 1Y | +84.9% | -33.8% | +118.7% | +86.9% |
| 3Y | +197.5% | -43.7% | +241.3% | +200.8% |
| 5Y | +150.6% | -40.7% | +191.3% | +151.2% |
| All | +513.6% | -45.3% | +558.9% | +526.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling