+76.3%
CL vs ETR
+356.9%
-280.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.0% |
| 7D | +0.5% | +1.7% | -1.2% | -0.1% |
| 30D | +11.6% | +8.7% | +2.8% | +8.2% |
| 3M | +5.6% | +4.9% | +0.7% | +3.6% |
| 6M | +13.2% | +0.8% | +12.4% | +12.6% |
| YTD | +26.9% | +23.1% | +3.8% | +16.6% |
| 1Y | +27.3% | +17.9% | +9.4% | +18.8% |
| 3Y | +39.7% | +154.5% | -114.8% | -7.1% |
| 5Y | +41.3% | +160.3% | -119.0% | -8.2% |
| 10Y | +76.3% | +366.9% | -290.7% | -13.0% |
| All | +76.3% | +356.9% | -280.7% | -13.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling