+21.8%
CP vs ET
+96.2%
-74.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | +2.4% | +0.4% | +2.0% | +2.3% |
| 30D | -0.5% | +6.9% | -7.4% | -2.4% |
| 3M | +1.4% | +13.1% | -11.7% | -2.2% |
| 6M | +10.3% | +18.7% | -8.4% | +4.6% |
| YTD | +24.3% | +37.4% | -13.1% | +12.5% |
| 1Y | +20.4% | +34.8% | -14.4% | +9.5% |
| 3Y | +21.8% | +96.8% | -75.0% | -6.4% |
| All | +21.8% | +96.2% | -74.5% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling