+3,542.1%
CLS vs ETR
+129.9%
+3,412.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.2% | +4.5% | +5.2% |
| 7D | +12.8% | +1.4% | +11.4% | +12.3% |
| 30D | +3.8% | +1.9% | +2.0% | +3.2% |
| 3M | -14.6% | +1.0% | -15.6% | -15.2% |
| 6M | +32.2% | +4.8% | +27.4% | +29.2% |
| YTD | +11.6% | +19.5% | -7.9% | +4.1% |
| 1Y | +35.1% | +28.1% | +6.9% | +23.4% |
| 3Y | +1,312.5% | +151.1% | +1,161.4% | +1,006.9% |
| 5Y | +3,542.1% | +125.2% | +3,416.9% | +2,601.6% |
| All | +3,542.1% | +129.9% | +3,412.1% | +2,601.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling