+895.8%
CCI vs ETR
+2,159.5%
-1,263.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | -0.4% | +1.4% | -1.8% | -1.0% |
| 30D | +2.7% | +1.0% | +1.7% | +2.3% |
| 3M | -18.2% | -1.3% | -17.0% | -17.9% |
| 6M | -14.8% | +1.9% | -16.7% | -15.8% |
| YTD | -12.6% | +18.2% | -30.8% | -18.5% |
| 1Y | -16.7% | +24.7% | -41.4% | -24.1% |
| 3Y | -10.5% | +150.7% | -161.2% | -39.0% |
| 5Y | -51.4% | +127.0% | -178.4% | -65.6% |
| 10Y | +20.0% | +295.5% | -275.4% | -30.5% |
| All | +895.8% | +2,159.5% | -1,263.7% | +387.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling