+67.1%
CCI vs EL
+60.4%
+6.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.1% |
| 7D | -1.4% | +2.7% | -4.0% | -2.0% |
| 30D | +12.7% | +10.8% | +1.9% | +10.2% |
| 3M | +23.0% | +26.5% | -3.5% | +16.5% |
| 6M | +0.6% | +31.1% | -30.5% | -5.9% |
| YTD | +4.9% | +6.6% | -1.8% | +1.9% |
| 1Y | +0.7% | +21.8% | -21.1% | -5.1% |
| 3Y | +10.2% | +1.8% | +8.5% | +3.4% |
| 5Y | -36.4% | -65.6% | +29.1% | -20.5% |
| All | +67.1% | +60.4% | +6.7% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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