+575.2%
ETR vs CF
+5,566.0%
-4,990.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | +1.5% | +5.4% | -3.9% | +0.8% |
| 30D | +6.6% | +6.5% | +0.1% | +5.6% |
| 3M | +4.4% | +4.6% | -0.2% | +3.5% |
| 6M | -0.3% | -3.3% | +3.0% | -0.4% |
| YTD | +23.3% | +63.9% | -40.6% | +13.2% |
| 1Y | +18.9% | +50.4% | -31.6% | +10.3% |
| 3Y | +155.5% | +68.2% | +87.2% | +130.3% |
| 5Y | +159.9% | +113.8% | +46.1% | +120.1% |
| 10Y | +377.6% | +479.3% | -101.7% | +228.4% |
| All | +575.2% | +5,566.0% | -4,990.7% | +180.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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