+838.1%
CLS vs ETR
+155.2%
+682.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.3% |
| 7D | +16.3% | +1.2% | +15.1% | +15.8% |
| 30D | -25.7% | +7.0% | -32.7% | -27.6% |
| 3M | -30.9% | +4.6% | -35.5% | -32.0% |
| 6M | -35.5% | +0.1% | -35.6% | -35.9% |
| YTD | -18.7% | +23.2% | -41.9% | -25.5% |
| 1Y | -17.9% | +20.6% | -38.5% | -24.0% |
| 3Y | +838.1% | +156.3% | +681.8% | +877.8% |
| All | +838.1% | +155.2% | +682.9% | +877.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling