-49.3%
CCI vs ET
+241.8%
-291.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.7% |
| 3M | -16.9% | +16.8% | -33.7% | -19.2% |
| 6M | -11.5% | +18.9% | -30.4% | -14.3% |
| YTD | -12.8% | +37.7% | -50.5% | -17.6% |
| 1Y | -17.1% | +32.4% | -49.5% | -21.1% |
| 3Y | -9.6% | +99.5% | -109.1% | -23.1% |
| All | -49.3% | +241.8% | -291.1% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling