+4,499.6%
ETR vs CP
+7,872.5%
-3,373.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +2.6% | +2.8% | -0.2% | +2.0% |
| 30D | +8.7% | +11.0% | -2.4% | +6.2% |
| 3M | +6.4% | +3.8% | +2.5% | +5.4% |
| 6M | +0.7% | +9.5% | -8.8% | -1.4% |
| YTD | +23.0% | +28.2% | -5.2% | +16.1% |
| 1Y | +17.9% | +33.0% | -15.1% | +10.4% |
| 3Y | +154.9% | +35.5% | +119.4% | +135.0% |
| 5Y | +157.3% | +25.8% | +131.5% | +139.6% |
| 10Y | +373.4% | +250.7% | +122.6% | +256.1% |
| All | +4,499.6% | +7,872.5% | -3,373.0% | +1,947.1% |
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 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