+53.4%
CL vs ETR
+295.2%
-241.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.8% |
| 7D | -1.4% | +1.4% | -2.8% | -1.9% |
| 30D | -5.2% | +1.9% | -7.1% | -5.9% |
| 3M | +3.3% | +1.0% | +2.3% | +2.8% |
| 6M | -4.4% | +4.8% | -9.2% | -6.5% |
| YTD | +13.9% | +19.5% | -5.6% | +5.8% |
| 1Y | +7.6% | +28.1% | -20.5% | -2.9% |
| 3Y | +29.6% | +151.1% | -121.6% | -13.6% |
| 5Y | +28.1% | +125.2% | -97.1% | -11.7% |
| 10Y | +53.4% | +291.1% | -237.8% | -17.2% |
| All | +53.4% | +295.2% | -241.8% | -17.2% |
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