+1,334.3%
ET vs CRL
+662.3%
+671.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.4% |
| 7D | -1.9% | -1.7% | -0.1% | -1.6% |
| 30D | -3.1% | +14.6% | -17.7% | -7.1% |
| 3M | -3.9% | +24.8% | -28.8% | -10.4% |
| 6M | +4.0% | +94.7% | -90.7% | -15.4% |
| YTD | +26.4% | +73.4% | -46.9% | +4.7% |
| 1Y | +24.9% | +104.7% | -79.8% | -1.9% |
| 3Y | +85.2% | +101.1% | -15.9% | +36.1% |
| 5Y | +218.3% | -10.8% | +229.1% | +194.1% |
| 10Y | +172.0% | +358.8% | -186.9% | +30.0% |
| All | +1,334.3% | +662.3% | +671.9% | +440.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling