+4,502.9%
ETR vs CPB
+361.0%
+4,141.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.4% |
| 7D | +1.7% | +3.3% | -1.5% | +0.9% |
| 30D | +8.7% | +19.0% | -10.3% | +3.9% |
| 3M | +4.9% | +0.4% | +4.5% | +4.3% |
| 6M | +0.8% | +13.0% | -12.2% | -3.2% |
| YTD | +23.1% | -12.7% | +35.9% | +25.8% |
| 1Y | +17.9% | -20.9% | +38.8% | +23.3% |
| 3Y | +154.5% | -35.4% | +189.9% | +176.6% |
| 5Y | +160.3% | -32.3% | +192.5% | +177.5% |
| 10Y | +366.9% | -40.5% | +407.5% | +399.5% |
| All | +4,502.9% | +361.0% | +4,141.8% | +2,928.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling