-31.7%
CCL vs ET
+1,435.0%
-1,466.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -5.0% | +0.9% | -5.9% | -5.4% |
| 30D | -20.3% | +7.5% | -27.8% | -22.6% |
| 3M | -15.1% | +11.4% | -26.6% | -18.9% |
| 6M | -15.1% | +18.5% | -33.6% | -21.1% |
| YTD | -21.8% | +37.4% | -59.2% | -31.5% |
| 1Y | -24.8% | +30.9% | -55.7% | -32.9% |
| 3Y | +51.9% | +98.7% | -46.9% | +16.2% |
| 5Y | +4.0% | +230.7% | -226.7% | -33.2% |
| 10Y | -42.2% | +175.6% | -217.8% | -63.3% |
| All | -31.7% | +1,435.0% | -1,466.6% | -85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling