+148.5%
ETR vs CP
+26.5%
+122.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.5% |
| 7D | +0.4% | +2.8% | -2.4% | 0.0% |
| 30D | +7.5% | +10.2% | -2.7% | +6.0% |
| 3M | +4.4% | +2.4% | +2.1% | +4.0% |
| 6M | -1.5% | +7.7% | -9.2% | -2.8% |
| YTD | +21.8% | +26.0% | -4.2% | +17.5% |
| 1Y | +18.4% | +34.6% | -16.2% | +13.1% |
| 3Y | +148.5% | +26.7% | +121.8% | +135.1% |
| All | +148.5% | +26.5% | +122.0% | +135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 3y: compounded portfolio wealth divided by compounded CP 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…
3y analysis · Full analysis span regression · 6 months rolling