+302.3%
ETR vs CRL
+244.4%
+57.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | +0.4% | -4.6% | +5.0% | +1.1% |
| 30D | +2.0% | +0.5% | +1.6% | +1.9% |
| 3M | -1.7% | +46.6% | -48.3% | -7.6% |
| 6M | +3.6% | +57.3% | -53.7% | -4.4% |
| YTD | +18.0% | +39.5% | -21.5% | +10.7% |
| 1Y | +26.2% | +76.9% | -50.6% | +13.2% |
| 3Y | +148.0% | +39.4% | +108.6% | +123.1% |
| 5Y | +126.1% | -37.2% | +163.2% | +143.6% |
| 10Y | +302.3% | +253.4% | +48.9% | +170.4% |
| All | +302.3% | +244.4% | +57.8% | +170.4% |
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