+519.2%
ETR vs CG
+295.0%
+224.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.6% | +0.5% |
| 7D | +0.1% | -3.8% | +3.9% | +0.7% |
| 30D | +7.7% | +7.5% | +0.2% | +6.3% |
| 3M | +5.7% | -14.4% | +20.1% | +8.2% |
| 6M | -0.3% | -15.7% | +15.4% | +2.1% |
| YTD | +23.4% | -29.0% | +52.3% | +29.3% |
| 1Y | +18.5% | -22.1% | +40.6% | +22.1% |
| 3Y | +155.6% | +49.1% | +106.4% | +128.1% |
| 5Y | +158.7% | -18.4% | +177.1% | +150.0% |
| 10Y | +377.8% | +295.1% | +82.7% | +260.1% |
| All | +519.2% | +295.0% | +224.2% | +351.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling