+173.7%
ET vs CPB
-44.2%
+218.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | +0.6% | -8.0% | +8.6% | +1.3% |
| 30D | +5.3% | -2.4% | +7.7% | +5.4% |
| 3M | +15.6% | +0.5% | +15.1% | +15.4% |
| 6M | +20.6% | -10.5% | +31.1% | +21.4% |
| YTD | +38.5% | -17.5% | +56.1% | +40.4% |
| 1Y | +35.7% | -31.0% | +66.8% | +39.8% |
| 3Y | +98.4% | -40.6% | +139.0% | +105.9% |
| 5Y | +245.3% | -37.7% | +283.0% | +255.8% |
| 10Y | +173.7% | -43.4% | +217.2% | +183.5% |
| All | +173.7% | -44.2% | +218.0% | +183.5% |
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 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