+372.7%
ETR vs CRL
+350.3%
+22.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +1.2% | +0.1% | +1.0% | +1.1% |
| 30D | +7.0% | +11.9% | -4.9% | +4.9% |
| 3M | +4.6% | +20.2% | -15.6% | +1.3% |
| 6M | +0.1% | +107.5% | -107.4% | -11.3% |
| YTD | +23.2% | +69.4% | -46.2% | +11.8% |
| 1Y | +20.6% | +99.7% | -79.2% | +6.3% |
| 3Y | +156.3% | +98.8% | +57.5% | +115.1% |
| 5Y | +159.6% | -12.4% | +172.1% | +161.2% |
| All | +372.7% | +350.3% | +22.5% | +213.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling