+20,513.9%
ETN vs CCL
+801.4%
+19,712.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.1% | +3.1% |
| 7D | +8.0% | -0.1% | +8.2% | +8.1% |
| 30D | -5.9% | -20.0% | +14.1% | -0.4% |
| 3M | +5.0% | -13.7% | +18.6% | +8.6% |
| 6M | +22.4% | -9.0% | +31.4% | +24.2% |
| YTD | +33.6% | -22.8% | +56.5% | +40.9% |
| 1Y | +22.1% | -25.3% | +47.4% | +29.1% |
| 3Y | +85.6% | +54.1% | +31.5% | +57.6% |
| 5Y | +179.2% | +3.5% | +175.8% | +138.3% |
| 10Y | +687.3% | -41.0% | +728.4% | +537.6% |
| All | +20,513.9% | +801.4% | +19,712.5% | +9,207.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling