+54.1%
CCL vs ETR
+153.2%
-99.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.6% |
| 7D | -0.1% | +1.4% | -1.5% | -0.5% |
| 30D | -20.0% | +1.9% | -21.8% | -20.4% |
| 3M | -13.7% | +1.0% | -14.6% | -14.1% |
| 6M | -9.0% | +4.8% | -13.9% | -10.7% |
| YTD | -22.8% | +19.5% | -42.4% | -27.4% |
| 1Y | -25.3% | +28.1% | -53.4% | -31.4% |
| 3Y | +54.1% | +151.1% | -97.1% | +17.4% |
| All | +54.1% | +153.2% | -99.1% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling