+47.7%
CI vs ETR
+152.2%
-104.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | +5.4% | +7.5% | -2.1% | +3.4% |
| 3M | +7.3% | +4.4% | +2.8% | +6.0% |
| 6M | +5.3% | -1.5% | +6.9% | +5.6% |
| YTD | +8.5% | +21.8% | -13.3% | +2.2% |
| 1Y | +17.1% | +18.4% | -1.3% | +11.2% |
| 3Y | +1.4% | +148.5% | -147.1% | -27.3% |
| All | +47.7% | +152.2% | -104.5% | +2.2% |
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 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