+173.7%
ET vs CRL
+244.4%
-70.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +1.0% |
| 7D | +0.6% | -4.6% | +5.2% | +1.8% |
| 30D | +5.3% | +0.5% | +4.8% | +5.0% |
| 3M | +15.6% | +46.6% | -31.0% | +4.7% |
| 6M | +20.6% | +57.3% | -36.6% | +6.1% |
| YTD | +38.5% | +39.5% | -1.0% | +24.9% |
| 1Y | +35.7% | +76.9% | -41.1% | +13.7% |
| 3Y | +98.4% | +39.4% | +59.0% | +67.0% |
| 5Y | +245.3% | -37.2% | +282.5% | +274.0% |
| 10Y | +173.7% | +253.4% | -79.7% | +11.8% |
| All | +173.7% | +244.4% | -70.7% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling