+3,038.3%
CLS vs ETR
+288.4%
+2,749.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.6% |
| 7D | +20.1% | +0.4% | +19.7% | +20.0% |
| 30D | +6.0% | +2.0% | +4.0% | +5.2% |
| 3M | -10.3% | -1.7% | -8.6% | -9.9% |
| 6M | +24.5% | +3.6% | +20.9% | +21.9% |
| YTD | +12.9% | +18.0% | -5.2% | +4.3% |
| 1Y | +36.7% | +26.2% | +10.4% | +22.9% |
| 3Y | +1,328.1% | +148.0% | +1,180.1% | +860.1% |
| 5Y | +3,682.3% | +126.1% | +3,556.3% | +2,504.5% |
| 10Y | +3,038.3% | +302.3% | +2,736.0% | +2,031.3% |
| All | +3,038.3% | +288.4% | +2,749.9% | +2,031.3% |
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