+34.6%
CP vs ET
+24.7%
+9.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.5% | +7.0% | +3.4% |
| 7D | +5.6% | -6.0% | +11.6% | +5.4% |
| 30D | +10.0% | -6.1% | +16.1% | +9.9% |
| 3M | +4.4% | -2.7% | +7.1% | +4.1% |
| 6M | +14.1% | +0.2% | +13.8% | +13.1% |
| YTD | +29.1% | +24.3% | +4.7% | +29.6% |
| 1Y | +34.6% | +26.4% | +8.2% | +35.5% |
| All | +34.6% | +24.7% | +9.8% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling