+594.1%
EWT vs CPB
+60.7%
+533.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.3% | +2.5% |
| 7D | +4.0% | -8.6% | +12.6% | +5.8% |
| 30D | +10.3% | -7.2% | +17.5% | +11.8% |
| 3M | +6.1% | +0.9% | +5.2% | +5.1% |
| 6M | +56.6% | -11.8% | +68.4% | +59.2% |
| YTD | +76.6% | -19.4% | +96.0% | +82.6% |
| 1Y | +97.9% | -30.4% | +128.2% | +110.8% |
| 3Y | +198.0% | -40.2% | +238.1% | +221.9% |
| 5Y | +151.8% | -39.5% | +191.3% | +165.7% |
| 10Y | +514.1% | -47.4% | +561.5% | +544.2% |
| All | +594.1% | +60.7% | +533.4% | +373.5% |
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