-42.6%
CCL vs ET
+177.0%
-219.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.1% | +1.8% |
| 7D | -3.2% | +0.2% | -3.5% | -3.4% |
| 30D | -17.8% | +2.9% | -20.6% | -19.3% |
| 3M | -18.7% | +16.8% | -35.5% | -26.6% |
| 6M | -11.4% | +18.9% | -30.3% | -21.6% |
| YTD | -24.3% | +37.7% | -62.0% | -39.3% |
| 1Y | -28.8% | +32.4% | -61.3% | -41.5% |
| 3Y | +49.3% | +99.5% | -50.2% | -5.3% |
| 5Y | +1.6% | +244.0% | -242.3% | -53.6% |
| All | -42.6% | +177.0% | -219.6% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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