+4,511.1%
ETR vs CPB
+349.9%
+4,161.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +0.1% | -4.1% | +4.2% | +1.1% |
| 30D | +7.7% | +16.9% | -9.2% | +3.4% |
| 3M | +5.7% | -0.6% | +6.3% | +5.3% |
| 6M | -0.3% | +11.4% | -11.7% | -3.9% |
| YTD | +23.4% | -14.8% | +38.2% | +26.8% |
| 1Y | +18.5% | -24.8% | +43.3% | +25.5% |
| 3Y | +155.6% | -36.6% | +192.2% | +179.0% |
| 5Y | +158.7% | -33.3% | +192.0% | +176.9% |
| 10Y | +377.8% | -40.4% | +418.2% | +410.6% |
| All | +4,511.1% | +349.9% | +4,161.2% | +2,952.6% |
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