+150.0%
EWT vs CSGP
-61.7%
+211.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -1.0% |
| 7D | -3.7% | -3.2% | -0.5% | -3.6% |
| 30D | -17.2% | +2.2% | -19.4% | -17.4% |
| 3M | -7.3% | -3.7% | -3.7% | -7.3% |
| 6M | -1.5% | -7.4% | +6.0% | -1.1% |
| YTD | +49.0% | -54.9% | +103.9% | +68.5% |
| 1Y | +50.6% | -54.9% | +105.5% | +70.0% |
| All | +150.0% | -61.7% | +211.7% | +185.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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