+1,296.6%
ET vs CPB
+48.9%
+1,247.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.6% |
| 7D | -7.9% | +8.0% | -15.9% | -9.1% |
| 30D | -5.9% | +22.4% | -28.3% | -9.2% |
| 3M | -5.2% | +2.5% | -7.8% | -6.0% |
| 6M | +0.3% | +12.2% | -11.9% | -2.4% |
| YTD | +23.1% | -12.8% | +35.9% | +24.9% |
| 1Y | +22.7% | -19.2% | +41.9% | +26.1% |
| 3Y | +75.4% | -35.6% | +110.9% | +85.3% |
| 5Y | +202.6% | -31.4% | +234.0% | +212.6% |
| 10Y | +213.0% | -37.9% | +250.9% | +218.7% |
| All | +1,296.6% | +48.9% | +1,247.7% | +965.7% |
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