+1,110.1%
CCI vs ETR
+2,241.2%
-1,131.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | +2.5% | +0.5% | +2.0% | +2.3% |
| 30D | +14.4% | +6.4% | +8.1% | +11.7% |
| 3M | +21.7% | +4.0% | +17.7% | +19.8% |
| 6M | +4.0% | -0.5% | +4.5% | +4.0% |
| YTD | +6.2% | +22.4% | -16.2% | -2.3% |
| 1Y | +5.4% | +19.9% | -14.4% | -2.3% |
| 3Y | +11.7% | +154.7% | -143.0% | -24.3% |
| 5Y | -35.6% | +158.1% | -193.7% | -56.6% |
| 10Y | +68.7% | +374.2% | -305.5% | -8.2% |
| All | +1,110.1% | +2,241.2% | -1,131.1% | +484.0% |
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 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