+302.3%
ETR vs CPB
-44.2%
+346.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.8% | -1.4% |
| 7D | +0.4% | -8.0% | +8.4% | +2.3% |
| 30D | +2.0% | -2.4% | +4.5% | +2.4% |
| 3M | -1.7% | +0.5% | -2.2% | -2.4% |
| 6M | +3.6% | -10.5% | +14.0% | +5.6% |
| YTD | +18.0% | -17.5% | +35.6% | +22.5% |
| 1Y | +26.2% | -31.0% | +57.3% | +36.8% |
| 3Y | +148.0% | -40.6% | +188.6% | +176.2% |
| 5Y | +126.1% | -37.7% | +163.8% | +146.7% |
| 10Y | +302.3% | -43.4% | +345.7% | +328.2% |
| All | +302.3% | -44.2% | +346.5% | +328.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling