+40.8%
CL vs ET
+210.8%
-170.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | +0.1% |
| 7D | +2.6% | -1.9% | +4.5% | +2.7% |
| 30D | +11.8% | -3.1% | +14.8% | +11.9% |
| 3M | +5.9% | -3.9% | +9.8% | +6.1% |
| 6M | +13.3% | +4.0% | +9.3% | +13.0% |
| YTD | +27.1% | +26.4% | +0.7% | +25.1% |
| 1Y | +28.0% | +24.9% | +3.1% | +26.0% |
| 3Y | +39.4% | +85.2% | -45.8% | +31.4% |
| 5Y | +40.8% | +218.3% | -177.5% | +31.8% |
| All | +40.8% | +210.8% | -170.0% | +31.8% |
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