+199.8%
EWT vs CRL
+38.7%
+161.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | +2.1% | -4.6% | +6.7% | +2.9% |
| 30D | +9.4% | +0.5% | +8.9% | +9.2% |
| 3M | +10.9% | +46.6% | -35.7% | +3.9% |
| 6M | +57.9% | +57.3% | +0.7% | +45.6% |
| YTD | +75.9% | +39.5% | +36.4% | +64.8% |
| 1Y | +89.7% | +76.9% | +12.8% | +70.5% |
| All | +199.8% | +38.7% | +161.2% | +171.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling