-27.2%
CCL vs ETR
+24.7%
-51.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | -4.3% | -1.9% | -2.4% | -4.1% |
| 30D | -19.0% | -0.2% | -18.8% | -19.0% |
| 3M | -13.1% | -3.7% | -9.4% | -12.9% |
| 6M | -13.3% | +2.1% | -15.4% | -13.7% |
| YTD | -25.2% | +16.5% | -41.7% | -27.4% |
| 1Y | -27.2% | +22.5% | -49.7% | -29.2% |
| All | -27.2% | +24.7% | -51.9% | -29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling