+160.5%
ETR vs CP
+24.4%
+136.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.7% |
| 7D | +0.4% | +2.8% | -2.4% | -0.4% |
| 30D | +7.5% | +10.2% | -2.7% | +4.7% |
| 3M | +4.4% | +2.4% | +2.1% | +3.6% |
| 6M | -1.5% | +7.7% | -9.2% | -3.8% |
| YTD | +21.8% | +26.0% | -4.2% | +13.4% |
| 1Y | +18.4% | +34.6% | -16.2% | +8.1% |
| 3Y | +148.5% | +26.7% | +121.8% | +124.6% |
| All | +160.5% | +24.4% | +136.2% | +130.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling