+7.3%
CCI vs ET
+24.7%
-17.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.5% | +9.9% | +6.9% |
| 7D | +5.0% | -6.0% | +11.1% | +6.0% |
| 30D | +36.4% | -6.1% | +42.5% | +37.6% |
| 3M | +20.4% | -2.7% | +23.1% | +19.9% |
| 6M | +4.9% | +0.2% | +4.7% | +3.1% |
| YTD | +7.8% | +24.3% | -16.6% | +0.7% |
| 1Y | +7.3% | +26.4% | -19.1% | -0.2% |
| All | +7.3% | +24.7% | -17.4% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling