+1,990.0%
ETR vs CRL
+1,647.7%
+342.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +1.5% | +8.9% | -7.4% | +0.3% |
| 30D | +6.6% | +14.0% | -7.3% | +4.5% |
| 3M | +4.4% | +19.8% | -15.4% | +1.6% |
| 6M | -0.3% | +102.0% | -102.3% | -9.9% |
| YTD | +23.3% | +70.8% | -47.5% | +13.2% |
| 1Y | +18.9% | +98.7% | -79.9% | +6.7% |
| 3Y | +155.5% | +98.2% | +57.3% | +122.0% |
| 5Y | +159.9% | -11.7% | +171.6% | +150.1% |
| 10Y | +377.6% | +356.7% | +20.9% | +255.6% |
| All | +1,990.0% | +1,647.7% | +342.3% | +1,260.5% |
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 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