+1,914.6%
CLS vs ET
+160.8%
+1,753.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.3% |
| 7D | +16.3% | +2.5% | +13.7% | +15.0% |
| 30D | -25.7% | -2.5% | -23.2% | -24.7% |
| 3M | -30.9% | -4.9% | -26.0% | -29.4% |
| 6M | -35.5% | -0.1% | -35.4% | -35.9% |
| YTD | -18.7% | +26.2% | -44.9% | -28.2% |
| 1Y | -17.9% | +25.2% | -43.1% | -27.2% |
| 3Y | +838.1% | +84.2% | +753.9% | +631.9% |
| 5Y | +1,971.9% | +216.1% | +1,755.8% | +1,198.7% |
| All | +1,914.6% | +160.8% | +1,753.8% | +1,014.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling