+852.9%
CB vs ET
+1,435.0%
-582.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | +0.5% | +0.9% | -0.4% | +0.3% |
| 30D | -3.1% | +7.5% | -10.6% | -4.5% |
| 3M | +9.0% | +11.4% | -2.5% | +6.6% |
| 6M | +2.9% | +18.5% | -15.7% | -0.7% |
| YTD | +10.1% | +37.4% | -27.3% | +3.1% |
| 1Y | +22.8% | +30.9% | -8.1% | +16.0% |
| 3Y | +73.8% | +98.7% | -24.9% | +49.3% |
| 5Y | +99.2% | +230.7% | -131.5% | +53.0% |
| 10Y | +218.2% | +175.6% | +42.6% | +136.5% |
| All | +852.9% | +1,435.0% | -582.1% | +171.2% |
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