+197.5%
EWT vs CRH
+70.5%
+127.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.5% |
| 7D | -1.1% | -6.1% | +4.9% | +1.1% |
| 30D | +4.5% | -9.3% | +13.7% | +8.1% |
| 3M | +8.3% | -15.2% | +23.4% | +14.5% |
| 6M | +54.2% | -14.2% | +68.4% | +62.0% |
| YTD | +74.6% | -28.3% | +102.8% | +95.0% |
| 1Y | +84.9% | -21.8% | +106.7% | +99.1% |
| 3Y | +197.5% | +71.6% | +125.9% | +141.5% |
| All | +197.5% | +70.5% | +127.0% | +141.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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