+28.1%
CL vs ET
+235.7%
-207.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | -1.4% | +0.4% | -1.8% | -1.4% |
| 30D | -5.2% | +6.9% | -12.1% | -5.6% |
| 3M | +3.3% | +13.1% | -9.8% | +2.6% |
| 6M | -4.4% | +18.7% | -23.1% | -5.3% |
| YTD | +13.9% | +37.4% | -23.5% | +11.8% |
| 1Y | +7.6% | +34.8% | -27.2% | +5.8% |
| 3Y | +29.6% | +96.8% | -67.2% | +22.8% |
| 5Y | +28.1% | +238.2% | -210.2% | +20.1% |
| All | +28.1% | +235.7% | -207.7% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling