+4,316.7%
ETR vs CP
+7,669.4%
-3,352.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +1.4% | -2.7% | +4.1% | +2.0% |
| 30D | +1.0% | +0.2% | +0.8% | +0.9% |
| 3M | -1.3% | +2.6% | -3.8% | -1.9% |
| 6M | +1.9% | +6.0% | -4.1% | +0.3% |
| YTD | +18.2% | +24.9% | -6.8% | +12.2% |
| 1Y | +24.7% | +20.1% | +4.6% | +19.3% |
| 3Y | +150.7% | +16.4% | +134.3% | +138.9% |
| 5Y | +127.0% | +31.7% | +95.3% | +109.4% |
| 10Y | +295.5% | +223.9% | +71.6% | +202.1% |
| All | +4,316.7% | +7,669.4% | -3,352.7% | +1,877.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling