+55.2%
EWT vs CRL
+85.3%
-30.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.3% | +6.1% | -0.1% |
| 7D | -10.9% | -12.8% | +1.9% | -9.1% |
| 30D | -17.7% | +5.0% | -22.7% | -18.3% |
| 3M | -5.0% | +39.4% | -44.4% | -9.3% |
| 6M | +7.4% | +89.4% | -82.0% | -2.6% |
| YTD | +52.8% | +63.6% | -10.8% | +39.6% |
| 1Y | +55.2% | +83.5% | -28.3% | +40.0% |
| All | +55.2% | +85.3% | -30.2% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling