+1,929.4%
CLS vs ETR
+374.5%
+1,554.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.3% | +8.2% | +8.4% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | -30.1% | +7.7% | -37.8% | -32.5% |
| 3M | -21.7% | +5.7% | -27.4% | -23.7% |
| 6M | -36.2% | -0.3% | -36.0% | -36.6% |
| YTD | -17.8% | +23.4% | -41.2% | -25.7% |
| 1Y | -26.8% | +18.5% | -45.3% | -32.4% |
| 3Y | +853.4% | +155.6% | +697.8% | +528.5% |
| 5Y | +2,005.0% | +158.7% | +1,846.3% | +1,251.0% |
| 10Y | +1,929.4% | +377.8% | +1,551.6% | +1,212.3% |
| All | +1,929.4% | +374.5% | +1,554.9% | +1,212.3% |
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 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