+126.1%
ETR vs CG
+5.5%
+120.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.8% | -0.7% |
| 7D | +0.4% | -6.4% | +6.8% | +1.3% |
| 30D | +2.0% | -7.1% | +9.1% | +2.9% |
| 3M | -1.7% | -1.6% | -0.1% | -1.7% |
| 6M | +3.6% | -8.3% | +11.9% | +4.4% |
| YTD | +18.0% | -23.8% | +41.8% | +21.8% |
| 1Y | +26.2% | -28.7% | +55.0% | +31.3% |
| 3Y | +148.0% | +49.2% | +98.8% | +123.9% |
| 5Y | +126.1% | +5.5% | +120.5% | +103.1% |
| All | +126.1% | +5.5% | +120.5% | +103.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling