+26.4%
ET vs CPB
-18.4%
+44.8%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.9% | -9.4% | -3.3% |
| 7D | -6.0% | +13.0% | -19.0% | -5.7% |
| 30D | -6.1% | +20.5% | -26.6% | -5.8% |
| 3M | -2.7% | +2.2% | -4.9% | -2.1% |
| 6M | +0.2% | +15.4% | -15.1% | +0.2% |
| YTD | +24.3% | -12.3% | +36.7% | +26.4% |
| 1Y | +26.4% | -18.0% | +44.4% | +29.5% |
| All | +26.4% | -18.4% | +44.8% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling