-34.0%
CCL vs EAT
+320.8%
-354.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.6% |
| 7D | -1.2% | -4.0% | +2.8% | +0.8% |
| 30D | +13.1% | -2.9% | +16.0% | +14.1% |
| 3M | +3.4% | -16.9% | +20.3% | +12.0% |
| 6M | +18.7% | +57.0% | -38.2% | -9.4% |
| YTD | -2.3% | +38.2% | -40.4% | -21.4% |
| 1Y | +14.2% | +69.3% | -55.1% | -18.3% |
| 3Y | +133.6% | +483.0% | -349.4% | -20.7% |
| 5Y | +33.5% | +364.1% | -330.6% | -50.6% |
| All | -34.0% | +320.8% | -354.8% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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