+452.3%
EWT vs CRL
+350.3%
+102.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.3% |
| 7D | +9.1% | +0.1% | +9.0% | +9.1% |
| 30D | -12.2% | +11.9% | -24.1% | -14.6% |
| 3M | -9.4% | +20.2% | -29.6% | -13.5% |
| 6M | +2.7% | +107.5% | -104.9% | -14.7% |
| YTD | +53.3% | +69.4% | -16.1% | +32.6% |
| 1Y | +59.2% | +99.7% | -40.6% | +32.0% |
| 3Y | +157.1% | +98.8% | +58.3% | +101.6% |
| 5Y | +119.6% | -12.4% | +132.0% | +113.5% |
| All | +452.3% | +350.3% | +102.0% | +216.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling