+172.0%
ET vs CRL
+353.6%
-181.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.3% |
| 7D | -1.9% | -1.7% | -0.1% | -1.6% |
| 30D | -3.1% | +14.6% | -17.7% | -6.4% |
| 3M | -3.9% | +24.8% | -28.8% | -9.3% |
| 6M | +4.0% | +94.7% | -90.7% | -12.4% |
| YTD | +26.4% | +73.4% | -46.9% | +8.2% |
| 1Y | +24.9% | +104.7% | -79.8% | +2.0% |
| 3Y | +85.2% | +101.1% | -15.9% | +41.8% |
| 5Y | +218.3% | -10.8% | +229.1% | +210.1% |
| 10Y | +172.0% | +358.8% | -186.9% | +20.2% |
| All | +172.0% | +353.6% | -181.7% | +20.2% |
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