-42.8%
CCL vs ETR
+303.8%
-346.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.5% |
| 7D | -4.4% | +0.4% | -4.8% | -4.6% |
| 30D | -18.2% | +2.0% | -20.2% | -19.2% |
| 3M | -17.7% | -1.7% | -16.0% | -17.3% |
| 6M | -13.0% | +3.6% | -16.6% | -15.7% |
| YTD | -24.5% | +18.0% | -42.5% | -32.4% |
| 1Y | -26.9% | +26.2% | -53.2% | -37.3% |
| 3Y | +50.8% | +148.0% | -97.3% | -17.1% |
| 5Y | -0.9% | +126.1% | -127.0% | -43.7% |
| All | -42.8% | +303.8% | -346.6% | -69.0% |
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