+807.8%
CCL vs ED
+2,217.3%
-1,409.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.6% |
| 7D | -5.0% | -0.2% | -4.9% | -5.0% |
| 30D | -20.3% | -0.1% | -20.2% | -20.3% |
| 3M | -15.1% | +3.9% | -19.1% | -16.5% |
| 6M | -15.1% | -3.0% | -12.1% | -14.7% |
| YTD | -21.8% | +10.7% | -32.5% | -25.2% |
| 1Y | -24.8% | +13.3% | -38.1% | -28.9% |
| 3Y | +51.9% | +34.5% | +17.4% | +31.3% |
| 5Y | +4.0% | +67.1% | -63.1% | -18.4% |
| 10Y | -42.2% | +103.0% | -145.3% | -60.3% |
| All | +807.8% | +2,217.3% | -1,409.5% | +112.3% |
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