+247.9%
CB vs ETR
+379.5%
-131.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | 0.0% | +1.5% | -1.5% | -0.6% |
| 30D | +7.4% | +6.6% | +0.8% | +4.4% |
| 3M | +8.6% | +4.4% | +4.2% | +6.5% |
| 6M | +16.1% | -0.3% | +16.4% | +15.9% |
| YTD | +20.2% | +23.3% | -3.1% | +8.1% |
| 1Y | +27.2% | +18.9% | +8.3% | +16.3% |
| 3Y | +72.7% | +155.5% | -82.8% | +6.0% |
| 5Y | +105.9% | +159.9% | -54.0% | +22.0% |
| All | +247.9% | +379.5% | -131.5% | +81.1% |
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