-34.0%
CCL vs ETR
+378.9%
-413.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -1.2% | +1.2% | -2.3% | -1.8% |
| 30D | +13.1% | +7.0% | +6.1% | +9.0% |
| 3M | +3.4% | +4.6% | -1.2% | +0.9% |
| 6M | +18.7% | +0.1% | +18.6% | +18.3% |
| YTD | -2.3% | +23.2% | -25.4% | -14.5% |
| 1Y | +14.2% | +20.6% | -6.4% | +0.9% |
| 3Y | +133.6% | +156.3% | -22.7% | +26.0% |
| 5Y | +33.5% | +159.6% | -126.1% | -31.1% |
| All | -34.0% | +378.9% | -413.0% | -64.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling