+119.0%
EWT vs CPB
-33.2%
+152.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.0% | +0.5% |
| 7D | +9.1% | -1.6% | +10.7% | +9.0% |
| 30D | -12.2% | +19.2% | -31.4% | -10.6% |
| 3M | -9.4% | -0.9% | -8.5% | -8.9% |
| 6M | +2.7% | +15.2% | -12.6% | +4.2% |
| YTD | +53.3% | -13.1% | +66.4% | +54.2% |
| 1Y | +59.2% | -22.4% | +81.6% | +59.6% |
| 3Y | +157.1% | -35.3% | +192.4% | +154.3% |
| All | +119.0% | -33.2% | +152.2% | +119.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling