+6,646.7%
CB vs ETR
+2,396.4%
+4,250.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | +0.5% | +1.4% | -0.9% | 0.0% |
| 30D | -3.1% | +1.0% | -4.1% | -3.5% |
| 3M | +9.0% | -1.3% | +10.2% | +9.3% |
| 6M | +2.9% | +1.9% | +1.0% | +1.6% |
| YTD | +10.1% | +18.2% | -8.0% | +2.6% |
| 1Y | +22.8% | +24.7% | -1.9% | +12.0% |
| 3Y | +73.8% | +150.7% | -76.9% | +19.5% |
| 5Y | +99.2% | +127.0% | -27.9% | +40.4% |
| 10Y | +218.2% | +295.5% | -77.2% | +82.4% |
| All | +6,646.7% | +2,396.4% | +4,250.3% | +2,621.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling