+3,616.8%
CLS vs ET
+241.7%
+3,375.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.7% |
| 7D | +5.0% | +1.4% | +3.6% | +4.0% |
| 30D | +4.8% | +4.6% | +0.2% | +1.3% |
| 3M | -10.4% | +16.0% | -26.4% | -20.5% |
| 6M | +20.8% | +22.8% | -2.0% | +2.1% |
| YTD | +10.0% | +38.9% | -28.8% | -16.4% |
| 1Y | +28.5% | +34.1% | -5.6% | +0.6% |
| 3Y | +1,292.2% | +98.8% | +1,193.4% | +809.9% |
| 5Y | +3,616.8% | +246.8% | +3,370.0% | +1,646.9% |
| All | +3,616.8% | +241.7% | +3,375.1% | +1,646.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling