+150.3%
CI vs ETR
+369.0%
-218.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | +2.6% | +2.6% | 0.0% | +1.6% |
| 30D | +7.3% | +8.7% | -1.3% | +3.9% |
| 3M | +9.5% | +6.4% | +3.1% | +6.7% |
| 6M | +6.4% | +0.7% | +5.7% | +5.9% |
| YTD | +12.0% | +23.0% | -11.0% | +2.0% |
| 1Y | +20.1% | +17.9% | +2.2% | +11.2% |
| 3Y | +9.6% | +154.9% | -145.3% | -30.1% |
| 5Y | +52.7% | +157.3% | -104.6% | -4.7% |
| 10Y | +150.3% | +373.4% | -223.1% | +48.5% |
| All | +150.3% | +369.0% | -218.7% | +48.5% |
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