+519.0%
ETR vs CG
+278.1%
+240.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.2% | +0.7% |
| 7D | +1.5% | -1.5% | +3.0% | +1.7% |
| 30D | +6.6% | +5.7% | +0.9% | +5.5% |
| 3M | +4.4% | -17.9% | +22.3% | +7.6% |
| 6M | -0.3% | -20.2% | +19.9% | +3.0% |
| YTD | +23.3% | -32.0% | +55.3% | +30.1% |
| 1Y | +18.9% | -27.0% | +45.9% | +23.8% |
| 3Y | +155.5% | +42.8% | +112.7% | +129.6% |
| 5Y | +159.9% | -23.4% | +183.4% | +153.9% |
| 10Y | +377.6% | +278.2% | +99.4% | +262.5% |
| All | +519.0% | +278.1% | +240.9% | +354.7% |
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