-10.2%
CCI vs ETR
+148.1%
-158.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -0.6% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | +2.1% | +2.0% | +0.1% | +1.3% |
| 3M | -17.8% | -1.7% | -16.2% | -17.5% |
| 6M | -14.2% | +3.6% | -17.8% | -15.7% |
| YTD | -13.3% | +18.0% | -31.4% | -19.1% |
| 1Y | -16.6% | +26.2% | -42.9% | -24.3% |
| All | -10.2% | +148.1% | -158.3% | -44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling