+1,124.5%
CP vs ET
+1,435.0%
-310.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -2.7% | +0.9% | -3.6% | -2.9% |
| 30D | +0.2% | +7.5% | -7.3% | -2.0% |
| 3M | +2.6% | +11.4% | -8.8% | -0.7% |
| 6M | +6.0% | +18.5% | -12.6% | +0.5% |
| YTD | +24.9% | +37.4% | -12.4% | +13.3% |
| 1Y | +20.1% | +30.9% | -10.8% | +10.3% |
| 3Y | +16.4% | +98.7% | -82.3% | -6.4% |
| 5Y | +31.7% | +230.7% | -199.0% | -10.0% |
| 10Y | +223.9% | +175.6% | +48.3% | +112.4% |
| All | +1,124.5% | +1,435.0% | -310.4% | +167.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling