-29.4%
CCL vs ED
+136.7%
-166.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | +5.8% | +2.1% | +3.7% | +5.5% |
| 30D | +17.3% | +12.4% | +4.8% | +15.5% |
| 3M | +11.3% | +13.1% | -1.8% | +9.5% |
| 6M | +18.5% | +14.1% | +4.4% | +16.3% |
| YTD | +2.8% | +23.1% | -20.3% | -0.6% |
| 1Y | +16.7% | +25.4% | -8.7% | +12.5% |
| 3Y | +146.0% | +47.9% | +98.2% | +124.6% |
| 5Y | +33.6% | +81.9% | -48.2% | +15.8% |
| 10Y | -29.4% | +141.3% | -170.7% | -39.6% |
| All | -29.4% | +136.7% | -166.1% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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