+203.4%
ET vs CRL
-6.0%
+209.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.7% | -3.8% | +0.3% |
| 7D | -4.4% | +4.4% | -8.8% | -5.0% |
| 30D | -4.8% | +17.1% | -21.8% | -6.8% |
| 3M | -3.4% | +32.1% | -35.5% | -7.1% |
| 6M | +2.2% | +98.9% | -96.7% | -7.3% |
| YTD | +24.2% | +77.1% | -52.9% | +13.9% |
| 1Y | +24.5% | +110.3% | -85.8% | +10.9% |
| 3Y | +83.6% | +108.5% | -24.9% | +56.4% |
| 5Y | +203.4% | -7.9% | +211.2% | +177.7% |
| All | +203.4% | -6.0% | +209.4% | +177.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling