+160.3%
ETR vs CPB
-31.8%
+192.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.4% |
| 7D | +1.7% | +3.3% | -1.5% | +1.1% |
| 30D | +8.7% | +19.0% | -10.3% | +5.0% |
| 3M | +4.9% | +0.4% | +4.5% | +4.5% |
| 6M | +0.8% | +13.0% | -12.2% | -2.5% |
| YTD | +23.1% | -12.7% | +35.9% | +25.6% |
| 1Y | +17.9% | -20.9% | +38.8% | +22.9% |
| 3Y | +154.5% | -35.4% | +189.9% | +175.2% |
| 5Y | +160.3% | -32.3% | +192.5% | +164.8% |
| All | +160.3% | -31.8% | +192.1% | +164.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling