+7,131.2%
CB vs ETR
+2,472.7%
+4,658.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | +0.2% | +0.4% | -0.2% | +0.1% |
| 30D | +9.1% | +7.5% | +1.5% | +6.2% |
| 3M | +3.4% | +4.4% | -1.0% | +1.7% |
| 6M | +14.1% | -1.5% | +15.6% | +14.4% |
| YTD | +18.0% | +21.8% | -3.8% | +8.7% |
| 1Y | +30.1% | +18.4% | +11.7% | +21.1% |
| 3Y | +71.8% | +148.5% | -76.7% | +18.6% |
| 5Y | +101.8% | +152.6% | -50.8% | +36.6% |
| 10Y | +252.1% | +354.5% | -102.3% | +92.5% |
| All | +7,131.2% | +2,472.7% | +4,658.5% | +2,782.8% |
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