+32.4%
ET vs CPB
-33.6%
+66.1%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | +0.2% | -1.8% | +2.0% | +0.3% |
| 30D | +2.9% | -7.1% | +9.9% | +3.0% |
| 3M | +16.8% | -6.0% | +22.8% | +16.9% |
| 6M | +18.9% | -5.3% | +24.1% | +18.7% |
| YTD | +37.7% | -20.8% | +58.5% | +38.6% |
| 1Y | +32.4% | -33.8% | +66.3% | +34.5% |
| All | +32.4% | -33.6% | +66.1% | +34.5% |
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