+181.2%
ET vs CLBK
+65.6%
+115.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +1.4% | -1.4% | +2.7% | +1.8% |
| 30D | +4.6% | +4.5% | 0.0% | +3.0% |
| 3M | +16.0% | +22.8% | -6.8% | +8.3% |
| 6M | +22.8% | +43.4% | -20.6% | +8.6% |
| YTD | +38.9% | +64.1% | -25.3% | +16.8% |
| 1Y | +34.1% | +67.6% | -33.5% | +11.3% |
| 3Y | +98.8% | +53.3% | +45.6% | +64.1% |
| 5Y | +246.8% | +44.8% | +202.0% | +163.4% |
| All | +181.2% | +65.6% | +115.6% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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