+30.0%
CL vs ETR
+127.8%
-97.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -2.2% | +1.4% | -3.6% | -2.6% |
| 30D | -4.8% | +1.0% | -5.8% | -5.1% |
| 3M | +4.9% | -1.3% | +6.2% | +5.2% |
| 6M | -5.7% | +1.9% | -7.6% | -6.5% |
| YTD | +14.4% | +18.2% | -3.8% | +8.4% |
| 1Y | +8.7% | +24.7% | -15.9% | +1.2% |
| 3Y | +30.0% | +150.7% | -120.7% | -8.3% |
| All | +30.0% | +127.8% | -97.7% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling