+172.0%
ET vs CPB
-40.9%
+212.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +1.9% |
| 7D | -1.9% | +2.9% | -4.7% | -2.1% |
| 30D | -3.1% | +17.6% | -20.7% | -4.4% |
| 3M | -3.9% | +2.0% | -6.0% | -4.2% |
| 6M | +4.0% | +11.6% | -7.6% | +2.7% |
| YTD | +26.4% | -13.8% | +40.2% | +27.6% |
| 1Y | +24.9% | -21.6% | +46.5% | +27.1% |
| 3Y | +85.2% | -35.8% | +121.0% | +90.8% |
| 5Y | +218.3% | -33.3% | +251.6% | +226.0% |
| 10Y | +172.0% | -39.4% | +211.4% | +187.8% |
| All | +172.0% | -40.9% | +212.9% | +187.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling