+151.1%
ETR vs CPB
-40.5%
+191.7%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.9% |
| 7D | +1.4% | -8.2% | +9.6% | +2.5% |
| 30D | +1.9% | -5.6% | +7.5% | +2.5% |
| 3M | +1.0% | +3.0% | -2.0% | +0.2% |
| 6M | +4.8% | -12.7% | +17.6% | +6.2% |
| YTD | +19.5% | -18.0% | +37.5% | +22.0% |
| 1Y | +28.1% | -31.7% | +59.8% | +34.6% |
| 3Y | +151.1% | -41.0% | +192.1% | +175.0% |
| All | +151.1% | -40.5% | +191.7% | +175.0% |
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