+594.1%
EWT vs CSGP
+1,152.1%
-558.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.5% |
| 7D | +4.0% | -4.1% | +8.0% | +5.0% |
| 30D | +10.3% | +2.3% | +8.0% | +9.3% |
| 3M | +6.1% | -8.2% | +14.3% | +6.8% |
| 6M | +56.6% | -35.1% | +91.7% | +71.1% |
| YTD | +76.6% | -54.0% | +130.6% | +108.5% |
| 1Y | +97.9% | -65.3% | +163.2% | +150.3% |
| 3Y | +198.0% | -62.6% | +260.5% | +262.8% |
| 5Y | +151.8% | -64.8% | +216.6% | +203.0% |
| 10Y | +514.1% | +45.1% | +469.0% | +390.5% |
| All | +594.1% | +1,152.1% | -558.0% | +172.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling