-5.5%
ETN vs CCL
+17.9%
-23.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +7.3% | -17.1% | -11.7% |
| 7D | -10.1% | +11.6% | -21.7% | -13.1% |
| 30D | -18.4% | +22.5% | -40.9% | -23.2% |
| 3M | -20.4% | +6.4% | -26.8% | -22.0% |
| 6M | -16.0% | +23.4% | -39.4% | -21.5% |
| YTD | +11.8% | +4.2% | +7.6% | +8.0% |
| 1Y | -5.5% | +21.9% | -27.4% | -14.5% |
| All | -5.5% | +17.9% | -23.3% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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