-50.3%
CCI vs ETR
+122.8%
-173.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -0.4% |
| 7D | -0.3% | +0.4% | -0.7% | -0.5% |
| 30D | +2.1% | +2.0% | +0.1% | +1.1% |
| 3M | -17.8% | -1.7% | -16.2% | -17.4% |
| 6M | -14.2% | +3.6% | -17.8% | -16.2% |
| YTD | -13.3% | +18.0% | -31.4% | -20.9% |
| 1Y | -16.6% | +26.2% | -42.9% | -26.7% |
| 3Y | -10.8% | +148.0% | -158.8% | -49.2% |
| 5Y | -50.3% | +126.1% | -176.4% | -70.0% |
| All | -50.3% | +122.8% | -173.1% | -70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling