+22.4%
CCI vs ETR
+296.9%
-274.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.6% |
| 7D | -0.3% | -1.8% | +1.5% | +0.7% |
| 30D | +2.2% | -1.8% | +4.0% | +3.1% |
| 3M | -16.9% | -3.6% | -13.3% | -15.5% |
| 6M | -11.5% | +2.6% | -14.2% | -13.4% |
| YTD | -12.8% | +16.0% | -28.9% | -20.2% |
| 1Y | -17.1% | +20.1% | -37.2% | -25.6% |
| 3Y | -9.6% | +143.6% | -153.2% | -47.3% |
| 5Y | -48.9% | +124.4% | -173.3% | -69.0% |
| All | +22.4% | +296.9% | -274.4% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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