+917.0%
CB vs ET
+1,287.7%
-370.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -1.5% | -4.4% | +2.9% | -0.6% |
| 30D | +6.5% | -4.8% | +11.3% | +7.5% |
| 3M | +4.1% | -3.4% | +7.5% | +4.6% |
| 6M | +14.4% | +2.2% | +12.2% | +13.7% |
| YTD | +17.5% | +24.2% | -6.7% | +12.1% |
| 1Y | +27.5% | +24.5% | +3.0% | +21.6% |
| 3Y | +71.6% | +83.6% | -12.0% | +49.7% |
| 5Y | +100.6% | +203.4% | -102.8% | +56.9% |
| 10Y | +243.0% | +166.5% | +76.5% | +157.6% |
| All | +917.0% | +1,287.7% | -370.8% | +195.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling