+154.5%
ETR vs CPB
-35.0%
+189.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | +1.7% | +3.3% | -1.5% | +1.3% |
| 30D | +8.7% | +19.0% | -10.3% | +6.4% |
| 3M | +4.9% | +0.4% | +4.5% | +4.6% |
| 6M | +0.8% | +13.0% | -12.2% | -1.3% |
| YTD | +23.1% | -12.7% | +35.9% | +24.3% |
| 1Y | +17.9% | -20.9% | +38.8% | +20.5% |
| 3Y | +154.5% | -35.4% | +189.9% | +169.5% |
| All | +154.5% | -35.0% | +189.5% | +169.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling