+31.5%
CP vs ET
+235.7%
-204.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.7% |
| 3M | +1.4% | +13.1% | -11.7% | -2.7% |
| 6M | +10.3% | +18.7% | -8.4% | +3.8% |
| YTD | +24.3% | +37.4% | -13.1% | +11.1% |
| 1Y | +20.4% | +34.8% | -14.4% | +8.2% |
| 3Y | +21.8% | +96.8% | -75.0% | -6.4% |
| 5Y | +31.5% | +238.2% | -206.7% | -15.2% |
| All | +31.5% | +235.7% | -204.2% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling