+83.6%
ET vs CRL
+99.4%
-15.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.7% | -3.8% | +0.4% |
| 7D | -4.4% | +4.4% | -8.8% | -4.9% |
| 30D | -4.8% | +17.1% | -21.8% | -6.4% |
| 3M | -3.4% | +32.1% | -35.5% | -6.4% |
| 6M | +2.2% | +98.9% | -96.7% | -5.8% |
| YTD | +24.2% | +77.1% | -52.9% | +15.6% |
| 1Y | +24.5% | +110.3% | -85.8% | +12.8% |
| 3Y | +83.6% | +108.5% | -24.9% | +59.3% |
| All | +83.6% | +99.4% | -15.8% | +59.3% |
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