-43.4%
CCL vs ETR
+298.4%
-341.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.3% |
| 7D | -4.3% | -1.9% | -2.4% | -3.3% |
| 30D | -19.0% | -0.2% | -18.8% | -19.0% |
| 3M | -13.1% | -3.7% | -9.4% | -11.6% |
| 6M | -13.3% | +2.1% | -15.4% | -15.3% |
| YTD | -25.2% | +16.5% | -41.7% | -32.6% |
| 1Y | -27.2% | +22.5% | -49.7% | -36.5% |
| 3Y | +49.2% | +144.7% | -95.4% | -17.3% |
| 5Y | +0.4% | +125.2% | -124.9% | -43.0% |
| All | -43.4% | +298.4% | -341.7% | -69.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling