+3,231.7%
CLS vs ETR
+2,095.1%
+1,136.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +4.6% | +1.4% | +3.1% | +4.1% |
| 30D | -13.9% | +1.0% | -14.9% | -14.1% |
| 3M | -26.6% | -1.3% | -25.3% | -26.5% |
| 6M | +15.4% | +1.9% | +13.5% | +14.3% |
| YTD | +5.7% | +18.2% | -12.5% | -0.5% |
| 1Y | +41.1% | +24.7% | +16.4% | +30.5% |
| 3Y | +1,228.6% | +150.7% | +1,077.9% | +865.6% |
| 5Y | +3,240.6% | +127.0% | +3,113.6% | +2,382.4% |
| 10Y | +2,760.3% | +295.5% | +2,464.9% | +1,688.4% |
| All | +3,231.7% | +2,095.1% | +1,136.6% | +1,879.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling