+219.2%
CB vs ET
+179.3%
+39.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -2.8% | +1.4% | -4.1% | -3.0% |
| 30D | -2.4% | +4.6% | -7.0% | -3.4% |
| 3M | +2.8% | +16.0% | -13.3% | -0.6% |
| 6M | +4.8% | +22.8% | -18.1% | 0.0% |
| YTD | +9.2% | +38.9% | -29.7% | +1.3% |
| 1Y | +22.8% | +34.1% | -11.3% | +14.8% |
| 3Y | +71.1% | +98.8% | -27.7% | +44.5% |
| 5Y | +101.0% | +246.8% | -145.8% | +48.3% |
| All | +219.2% | +179.3% | +39.9% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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