-36.2%
CLS vs ETR
+0.1%
-36.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.3% | +8.2% | +8.5% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | -30.1% | +7.7% | -37.8% | -29.4% |
| 3M | -21.7% | +5.7% | -27.4% | -21.2% |
| 6M | -36.2% | -0.3% | -36.0% | -38.2% |
| All | -36.2% | +0.1% | -36.4% | -38.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling