+706.7%
ETN vs CCL
-41.3%
+747.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.7% | +3.7% |
| 7D | +3.5% | -3.2% | +6.8% | +4.3% |
| 30D | -7.5% | -17.8% | +10.3% | -3.4% |
| 3M | +8.3% | -18.7% | +27.0% | +13.2% |
| 6M | +20.2% | -11.4% | +31.6% | +22.5% |
| YTD | +34.7% | -24.3% | +59.0% | +41.7% |
| 1Y | +19.4% | -28.8% | +48.3% | +26.8% |
| 3Y | +85.5% | +49.3% | +36.2% | +63.4% |
| 5Y | +186.6% | +1.6% | +185.0% | +154.7% |
| All | +706.7% | -41.3% | +747.9% | +639.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling