+590.1%
EWT vs CRL
+1,339.8%
-749.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | 0.0% |
| 7D | +1.6% | -0.6% | +2.2% | +1.7% |
| 30D | +8.2% | +5.0% | +3.2% | +6.9% |
| 3M | +11.1% | +50.6% | -39.5% | +0.3% |
| 6M | +60.4% | +60.9% | -0.5% | +41.8% |
| YTD | +75.6% | +40.7% | +34.8% | +59.3% |
| 1Y | +91.3% | +73.3% | +18.0% | +64.4% |
| 3Y | +200.3% | +40.6% | +159.7% | +159.0% |
| 5Y | +156.4% | -37.0% | +193.4% | +161.3% |
| 10Y | +495.8% | +244.3% | +251.5% | +287.2% |
| All | +590.1% | +1,339.8% | -749.7% | +263.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling