+425.7%
CL vs ET
+1,435.0%
-1,009.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.7% | -1.5% |
| 7D | -2.2% | +0.9% | -3.1% | -2.3% |
| 30D | -4.8% | +7.5% | -12.3% | -5.5% |
| 3M | +4.9% | +11.4% | -6.5% | +3.8% |
| 6M | -5.7% | +18.5% | -24.2% | -7.3% |
| YTD | +14.4% | +37.4% | -23.0% | +10.9% |
| 1Y | +8.7% | +30.9% | -22.2% | +5.9% |
| 3Y | +30.0% | +98.7% | -68.8% | +20.9% |
| 5Y | +28.4% | +230.7% | -202.3% | +12.9% |
| 10Y | +50.1% | +175.6% | -125.5% | +29.2% |
| All | +425.7% | +1,435.0% | -1,009.3% | +156.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling