+19.6%
CCI vs EL
+25.3%
-5.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.2% |
| 7D | -4.4% | -4.4% | 0.0% | -3.5% |
| 30D | +0.3% | +10.3% | -10.0% | -2.2% |
| 3M | -20.0% | +13.4% | -33.3% | -22.5% |
| 6M | -14.5% | +3.1% | -17.6% | -16.1% |
| YTD | -14.9% | -6.9% | -7.9% | -14.8% |
| 1Y | -17.7% | +11.9% | -29.6% | -21.2% |
| 3Y | -12.4% | -33.8% | +21.4% | -8.5% |
| 5Y | -50.1% | -69.0% | +18.8% | -36.4% |
| All | +19.6% | +25.3% | -5.7% | +3.9% |
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