+20.1%
ETR vs CG
-33.8%
+54.0%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.3% |
| 7D | -1.8% | -9.9% | +8.0% | -1.3% |
| 30D | -1.8% | -11.7% | +9.9% | -1.2% |
| 3M | -3.6% | -4.3% | +0.7% | -3.4% |
| 6M | +2.6% | -8.8% | +11.4% | +3.0% |
| YTD | +16.0% | -26.9% | +42.9% | +18.6% |
| 1Y | +20.1% | -35.4% | +55.6% | +25.1% |
| All | +20.1% | -33.8% | +54.0% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling