+33.9%
CCL vs ET
+215.7%
-181.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -1.2% | +2.5% | -3.7% | -2.8% |
| 30D | +13.1% | -2.5% | +15.6% | +14.3% |
| 3M | +3.4% | -4.9% | +8.2% | +6.0% |
| 6M | +18.7% | -0.1% | +18.8% | +16.4% |
| YTD | -2.3% | +26.2% | -28.5% | -21.5% |
| 1Y | +14.2% | +25.2% | -11.0% | -7.9% |
| 3Y | +133.6% | +84.2% | +49.4% | +35.2% |
| All | +33.9% | +215.7% | -181.9% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling