+103.2%
CB vs ETR
+152.2%
-49.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | +0.2% | +0.4% | -0.2% | +0.1% |
| 30D | +9.1% | +7.5% | +1.5% | +6.9% |
| 3M | +3.4% | +4.4% | -1.0% | +2.1% |
| 6M | +14.1% | -1.5% | +15.6% | +14.3% |
| YTD | +18.0% | +21.8% | -3.8% | +10.7% |
| 1Y | +30.1% | +18.4% | +11.7% | +23.1% |
| 3Y | +71.8% | +148.5% | -76.7% | +25.7% |
| All | +103.2% | +152.2% | -49.0% | +39.4% |
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