+10.4%
CCL vs ED
+24.2%
-13.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.3% |
| 7D | -0.3% | -1.7% | +1.4% | -0.9% |
| 30D | +10.3% | +10.7% | -0.4% | +15.3% |
| 3M | +6.6% | +11.6% | -5.1% | +11.4% |
| 6M | +20.0% | +13.5% | +6.5% | +27.7% |
| YTD | -1.9% | +23.1% | -25.0% | +12.8% |
| 1Y | +10.4% | +23.1% | -12.6% | +26.1% |
| All | +10.4% | +24.2% | -13.7% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling