+82.0%
ET vs CRL
+90.5%
-8.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.8% | -7.4% | -0.5% |
| 7D | -7.9% | -6.1% | -1.8% | -7.3% |
| 30D | -5.9% | +12.4% | -18.3% | -7.1% |
| 3M | -5.2% | +27.1% | -32.4% | -7.8% |
| 6M | +0.3% | +85.7% | -85.5% | -6.8% |
| YTD | +23.1% | +69.2% | -46.1% | +15.2% |
| 1Y | +22.7% | +97.5% | -74.8% | +12.0% |
| All | +82.0% | +90.5% | -8.5% | +58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling