-29.6%
CLS vs ETR
+18.4%
-48.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +2.7% | -11.8% | -10.6% |
| 7D | -21.1% | +3.7% | -24.9% | -23.0% |
| 30D | -38.2% | +11.0% | -49.2% | -42.6% |
| 3M | -36.3% | +3.4% | -39.7% | -37.6% |
| 6M | -43.8% | -3.3% | -40.5% | -42.3% |
| YTD | -20.0% | +23.3% | -43.3% | -46.5% |
| 1Y | -29.6% | +19.2% | -48.8% | -47.3% |
| All | -29.6% | +18.4% | -48.0% | -47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling