+82.1%
EWT vs CRL
+73.3%
+8.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.3% |
| 7D | -1.1% | -6.9% | +5.8% | -0.1% |
| 30D | +4.8% | -3.2% | +8.0% | +5.2% |
| 3M | +11.1% | +46.5% | -35.4% | +4.7% |
| 6M | +54.6% | +63.1% | -8.5% | +42.5% |
| YTD | +71.4% | +36.9% | +34.6% | +61.0% |
| 1Y | +82.1% | +78.1% | +4.0% | +64.5% |
| All | +82.1% | +73.3% | +8.8% | +64.5% |
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 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