+199.8%
EWT vs CPB
-40.6%
+240.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.3% |
| 7D | +2.1% | -8.0% | +10.1% | +1.3% |
| 30D | +9.4% | -2.4% | +11.8% | +9.2% |
| 3M | +10.9% | +0.5% | +10.3% | +11.2% |
| 6M | +57.9% | -10.5% | +68.4% | +57.6% |
| YTD | +75.9% | -17.5% | +93.4% | +75.1% |
| 1Y | +89.7% | -31.0% | +120.7% | +87.7% |
| All | +199.8% | -40.6% | +240.4% | +190.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling