+71.6%
CB vs ET
+82.5%
-10.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | -1.5% | -4.4% | +2.9% | -1.1% |
| 30D | +6.5% | -4.8% | +11.3% | +7.0% |
| 3M | +4.1% | -3.4% | +7.5% | +4.4% |
| 6M | +14.4% | +2.2% | +12.2% | +14.0% |
| YTD | +17.5% | +24.2% | -6.7% | +14.3% |
| 1Y | +27.5% | +24.5% | +3.0% | +24.0% |
| 3Y | +71.6% | +83.6% | -12.0% | +55.1% |
| All | +71.6% | +82.5% | -10.9% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling