+75.4%
ET vs CPB
-36.0%
+111.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.4% |
| 7D | -7.9% | +8.0% | -15.9% | -7.8% |
| 30D | -5.9% | +22.4% | -28.3% | -5.9% |
| 3M | -5.2% | +2.5% | -7.8% | -5.0% |
| 6M | +0.3% | +12.2% | -11.9% | +0.3% |
| YTD | +23.1% | -12.8% | +35.9% | +23.7% |
| 1Y | +22.7% | -19.2% | +41.9% | +23.5% |
| 3Y | +75.4% | -35.6% | +110.9% | +80.8% |
| All | +75.4% | -36.0% | +111.4% | +80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling