+1,095.7%
CCL vs ED
+2,457.0%
-1,361.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +3.1% | -0.1% | +3.1% | +3.1% |
| 30D | +17.5% | +11.6% | +5.9% | +13.1% |
| 3M | +6.8% | +10.5% | -3.7% | +3.2% |
| 6M | +18.7% | +13.2% | +5.5% | +13.4% |
| YTD | +3.0% | +22.1% | -19.1% | -4.7% |
| 1Y | +17.7% | +24.2% | -6.4% | +8.0% |
| 3Y | +155.6% | +46.9% | +108.7% | +114.9% |
| 5Y | +30.2% | +80.8% | -50.6% | -0.3% |
| 10Y | -28.5% | +134.3% | -162.7% | -53.4% |
| All | +1,095.7% | +2,457.0% | -1,361.3% | +170.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling