+156.3%
ETR vs CP
+36.4%
+119.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +1.2% | +2.1% | -1.0% | +0.8% |
| 30D | +7.0% | +9.3% | -2.3% | +5.6% |
| 3M | +4.6% | +0.5% | +4.1% | +4.4% |
| 6M | +0.1% | +10.4% | -10.3% | -1.5% |
| YTD | +23.2% | +28.7% | -5.5% | +18.4% |
| 1Y | +20.6% | +33.2% | -12.6% | +15.4% |
| 3Y | +156.3% | +38.4% | +117.8% | +140.0% |
| All | +156.3% | +36.4% | +119.9% | +140.0% |
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