+97.4%
CB vs ETR
+129.9%
-32.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.8% |
| 7D | -0.6% | +1.4% | -2.0% | -1.0% |
| 30D | -3.9% | +1.9% | -5.8% | -4.4% |
| 3M | +4.9% | +1.0% | +3.9% | +4.5% |
| 6M | +3.3% | +4.8% | -1.6% | +1.5% |
| YTD | +8.5% | +19.5% | -11.0% | +2.4% |
| 1Y | +22.1% | +28.1% | -6.0% | +12.5% |
| 3Y | +70.1% | +151.1% | -81.0% | +24.0% |
| 5Y | +97.4% | +125.2% | -27.8% | +44.0% |
| All | +97.4% | +129.9% | -32.5% | +44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling