+502.5%
EWT vs CPB
+73.4%
+429.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.0% | -0.5% |
| 7D | +9.1% | -1.6% | +10.7% | +9.4% |
| 30D | -12.2% | +19.2% | -31.4% | -15.5% |
| 3M | -9.4% | -0.9% | -8.5% | -9.8% |
| 6M | +2.7% | +15.2% | -12.6% | -1.6% |
| YTD | +53.3% | -13.1% | +66.4% | +55.5% |
| 1Y | +59.2% | -22.4% | +81.6% | +65.5% |
| 3Y | +157.1% | -35.3% | +192.4% | +172.7% |
| 5Y | +119.6% | -33.0% | +152.6% | +125.8% |
| 10Y | +446.9% | -39.2% | +486.1% | +447.1% |
| All | +502.5% | +73.4% | +429.2% | +303.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling