+1,093.0%
CCL vs ETR
+4,599.0%
-3,506.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | +5.8% | +2.6% | +3.2% | +4.8% |
| 30D | +17.3% | +8.7% | +8.6% | +13.4% |
| 3M | +11.3% | +6.4% | +5.0% | +8.6% |
| 6M | +18.5% | +0.7% | +17.8% | +17.9% |
| YTD | +2.8% | +23.0% | -20.3% | -6.5% |
| 1Y | +16.7% | +17.9% | -1.2% | +8.0% |
| 3Y | +146.0% | +154.9% | -8.9% | +62.0% |
| 5Y | +33.6% | +157.3% | -123.6% | -13.5% |
| 10Y | -29.4% | +373.4% | -402.8% | -62.5% |
| All | +1,093.0% | +4,599.0% | -3,506.0% | +182.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling