+372.7%
ETR vs CPB
-38.9%
+411.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -0.8% |
| 7D | +1.2% | -1.6% | +2.7% | +1.5% |
| 30D | +7.0% | +19.2% | -12.2% | +2.6% |
| 3M | +4.6% | -0.9% | +5.5% | +4.4% |
| 6M | +0.1% | +15.2% | -15.1% | -4.1% |
| YTD | +23.2% | -13.1% | +36.3% | +25.9% |
| 1Y | +20.6% | -22.4% | +43.0% | +26.7% |
| 3Y | +156.3% | -35.3% | +191.6% | +178.3% |
| 5Y | +159.6% | -33.0% | +192.6% | +177.6% |
| All | +372.7% | -38.9% | +411.6% | +375.5% |
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