+96.8%
ET vs CPB
-40.5%
+137.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.7% | 0.0% |
| 7D | +0.4% | -8.2% | +8.6% | +0.6% |
| 30D | +6.9% | -5.6% | +12.5% | +7.0% |
| 3M | +13.1% | +3.0% | +10.1% | +12.9% |
| 6M | +18.7% | -12.7% | +31.4% | +18.9% |
| YTD | +37.4% | -18.0% | +55.4% | +37.9% |
| 1Y | +34.8% | -31.7% | +66.6% | +35.8% |
| 3Y | +96.8% | -41.0% | +137.8% | +98.2% |
| All | +96.8% | -40.5% | +137.3% | +98.2% |
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