+175.7%
ETN vs CCL
-2.4%
+178.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.4% | -1.2% |
| 7D | +3.0% | -4.3% | +7.3% | +4.1% |
| 30D | -10.9% | -19.0% | +8.1% | -6.6% |
| 3M | +9.2% | -13.1% | +22.3% | +12.4% |
| 6M | +13.9% | -13.3% | +27.2% | +16.7% |
| YTD | +29.5% | -25.2% | +54.8% | +36.6% |
| 1Y | +14.2% | -27.2% | +41.4% | +20.5% |
| 3Y | +79.9% | +49.2% | +30.7% | +61.0% |
| 5Y | +175.7% | +0.4% | +175.3% | +145.8% |
| All | +175.7% | -2.4% | +178.1% | +145.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling