+1,902.7%
ETR vs CRL
+1,379.5%
+523.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.3% |
| 7D | +1.4% | -1.0% | +2.5% | +1.6% |
| 30D | +1.0% | +10.7% | -9.7% | -0.4% |
| 3M | -1.3% | +55.3% | -56.5% | -7.1% |
| 6M | +1.9% | +60.7% | -58.8% | -5.2% |
| YTD | +18.2% | +44.6% | -26.5% | +11.2% |
| 1Y | +24.7% | +77.7% | -53.1% | +13.7% |
| 3Y | +150.7% | +37.6% | +113.0% | +130.0% |
| 5Y | +127.0% | -35.8% | +162.9% | +129.0% |
| 10Y | +295.5% | +241.7% | +53.7% | +206.1% |
| All | +1,902.7% | +1,379.5% | +523.2% | +1,237.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling