+1,458.7%
ET vs CRL
+536.0%
+922.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +1.9% | +0.7% |
| 7D | +0.9% | -1.0% | +1.9% | +1.1% |
| 30D | +7.5% | +10.7% | -3.2% | +4.3% |
| 3M | +11.4% | +55.3% | -43.9% | -2.3% |
| 6M | +18.5% | +60.7% | -42.1% | +1.5% |
| YTD | +37.4% | +44.6% | -7.2% | +20.5% |
| 1Y | +30.9% | +77.7% | -46.8% | +6.8% |
| 3Y | +98.7% | +37.6% | +61.1% | +64.5% |
| 5Y | +230.7% | -35.8% | +266.5% | +239.5% |
| 10Y | +175.6% | +241.7% | -66.2% | +44.9% |
| All | +1,458.7% | +536.0% | +922.7% | +521.7% |
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 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