+1,458.7%
ET vs CPB
+37.7%
+1,421.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.9% |
| 7D | +0.9% | -8.6% | +9.5% | +2.4% |
| 30D | +7.5% | -7.2% | +14.7% | +8.7% |
| 3M | +11.4% | +0.9% | +10.5% | +10.8% |
| 6M | +18.5% | -11.8% | +30.3% | +20.4% |
| YTD | +37.4% | -19.4% | +56.8% | +41.6% |
| 1Y | +30.9% | -30.4% | +61.3% | +38.3% |
| 3Y | +98.7% | -40.2% | +138.9% | +112.9% |
| 5Y | +230.7% | -39.5% | +270.2% | +250.3% |
| 10Y | +175.6% | -47.4% | +223.0% | +193.0% |
| All | +1,458.7% | +37.7% | +1,421.0% | +1,108.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling