+57.3%
CL vs ET
+166.1%
-108.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -2.3% | +0.6% | -2.9% | -2.4% |
| 30D | -5.5% | +5.3% | -10.8% | -5.9% |
| 3M | +0.8% | +15.6% | -14.8% | -0.4% |
| 6M | -4.2% | +20.6% | -24.8% | -5.7% |
| YTD | +13.4% | +38.5% | -25.1% | +10.3% |
| 1Y | +7.1% | +35.7% | -28.7% | +4.3% |
| 3Y | +29.0% | +98.4% | -69.3% | +20.9% |
| 5Y | +28.3% | +245.3% | -217.0% | +13.9% |
| 10Y | +57.3% | +173.7% | -116.4% | +43.3% |
| All | +57.3% | +166.1% | -108.8% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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