+299.5%
CCI vs ET
+1,447.8%
-1,148.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | -0.3% | +0.6% | -0.9% | -0.4% |
| 30D | +2.1% | +5.3% | -3.2% | +1.0% |
| 3M | -17.8% | +15.6% | -33.5% | -20.3% |
| 6M | -14.2% | +20.6% | -34.8% | -17.5% |
| YTD | -13.3% | +38.5% | -51.9% | -19.0% |
| 1Y | -16.6% | +35.7% | -52.3% | -21.8% |
| 3Y | -10.8% | +98.4% | -109.2% | -23.6% |
| 5Y | -50.3% | +245.3% | -295.6% | -62.4% |
| 10Y | +22.5% | +173.7% | -151.2% | -10.8% |
| All | +299.5% | +1,447.8% | -1,148.3% | -31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling