+2,609.7%
CLS vs ETR
+2,190.9%
+418.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +23.5% | +1.5% | +22.0% | +22.9% |
| 30D | -28.9% | +6.6% | -35.6% | -30.6% |
| 3M | -25.2% | +4.4% | -29.6% | -26.3% |
| 6M | -32.1% | -0.3% | -31.8% | -32.4% |
| YTD | -14.1% | +23.3% | -37.4% | -20.4% |
| 1Y | -24.1% | +18.9% | -42.9% | -28.5% |
| 3Y | +897.0% | +155.5% | +741.5% | +619.9% |
| 5Y | +2,089.9% | +159.9% | +1,930.0% | +1,455.2% |
| 10Y | +2,022.2% | +377.6% | +1,644.6% | +1,153.2% |
| All | +2,609.7% | +2,190.9% | +418.7% | +1,484.8% |
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 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