+157.3%
ETR vs CRL
-9.4%
+166.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.1% | 0.0% |
| 7D | +2.6% | -1.7% | +4.3% | +2.6% |
| 30D | +8.7% | +14.6% | -5.9% | +7.7% |
| 3M | +6.4% | +24.8% | -18.5% | +4.8% |
| 6M | +0.7% | +94.7% | -94.0% | -3.6% |
| YTD | +23.0% | +73.4% | -50.3% | +18.4% |
| 1Y | +17.9% | +104.7% | -86.8% | +12.0% |
| 3Y | +154.9% | +101.1% | +53.9% | +136.7% |
| 5Y | +157.3% | -10.8% | +168.1% | +156.5% |
| All | +157.3% | -9.4% | +166.6% | +156.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling