+22.4%
CCI vs ET
+177.0%
-154.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.5% |
| 7D | -0.3% | +0.2% | -0.5% | -0.3% |
| 30D | +2.2% | +2.9% | -0.6% | +1.9% |
| 3M | -16.9% | +16.8% | -33.7% | -18.4% |
| 6M | -11.5% | +18.9% | -30.4% | -13.3% |
| YTD | -12.8% | +37.7% | -50.5% | -16.0% |
| 1Y | -17.1% | +32.4% | -49.5% | -19.8% |
| 3Y | -9.6% | +99.5% | -109.1% | -17.3% |
| 5Y | -48.9% | +244.0% | -292.9% | -56.0% |
| All | +22.4% | +177.0% | -154.6% | +13.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling