+223.5%
CB vs ETR
+288.4%
-65.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.8% |
| 7D | -0.5% | +0.4% | -0.9% | -0.7% |
| 30D | -3.1% | +2.0% | -5.1% | -4.0% |
| 3M | +4.2% | -1.7% | +5.9% | +4.7% |
| 6M | +4.7% | +3.6% | +1.1% | +2.3% |
| YTD | +8.8% | +18.0% | -9.2% | -0.1% |
| 1Y | +22.6% | +26.2% | -3.6% | +8.9% |
| 3Y | +70.6% | +148.0% | -77.4% | +6.5% |
| 5Y | +99.4% | +126.1% | -26.6% | +27.6% |
| 10Y | +223.5% | +302.3% | -78.8% | +76.6% |
| All | +223.5% | +288.4% | -65.0% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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