+238.9%
CRM vs ETR
+296.9%
-58.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | -4.4% | -1.8% | -2.6% | -4.0% |
| 30D | +28.1% | -1.8% | +29.9% | +28.6% |
| 3M | +48.8% | -3.6% | +52.4% | +49.8% |
| 6M | +28.3% | +2.6% | +25.6% | +25.6% |
| YTD | -6.0% | +16.0% | -22.0% | -11.7% |
| 1Y | +1.4% | +20.1% | -18.7% | -6.0% |
| 3Y | +11.8% | +143.6% | -131.7% | -21.0% |
| 5Y | -2.0% | +124.4% | -126.4% | -29.6% |
| All | +238.9% | +296.9% | -58.0% | +120.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling