+22.8%
CCL vs ED
+80.7%
-57.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.8% | +0.5% |
| 7D | +3.1% | +1.6% | +1.5% | +3.1% |
| 30D | +13.7% | +13.3% | +0.4% | +13.9% |
| 3M | +3.8% | +9.7% | -5.9% | +3.9% |
| 6M | +9.3% | +12.8% | -3.5% | +9.4% |
| YTD | -1.1% | +22.3% | -23.4% | -1.5% |
| 1Y | +14.6% | +26.3% | -11.7% | +13.8% |
| 3Y | +146.4% | +45.0% | +101.4% | +129.8% |
| All | +22.8% | +80.7% | -57.8% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling