+251.7%
CB vs ET
+160.8%
+90.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +2.9% | +2.5% | +0.4% | +2.4% |
| 30D | +7.3% | -2.5% | +9.8% | +7.8% |
| 3M | +9.4% | -4.9% | +14.2% | +10.5% |
| 6M | +19.6% | -0.1% | +19.7% | +19.4% |
| YTD | +21.5% | +26.2% | -4.7% | +14.8% |
| 1Y | +28.0% | +25.2% | +2.8% | +21.1% |
| 3Y | +74.9% | +84.2% | -9.3% | +49.1% |
| 5Y | +108.1% | +216.1% | -107.9% | +55.0% |
| All | +251.7% | +160.8% | +90.8% | +151.8% |
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