+1,090.6%
CCL vs ED
+2,474.3%
-1,383.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -1.5% | -0.9% | -0.6% | -1.3% |
| 30D | +16.5% | +11.2% | +5.3% | +12.2% |
| 3M | +11.2% | +11.8% | -0.6% | +7.0% |
| 6M | +22.6% | +14.1% | +8.5% | +16.8% |
| YTD | +2.6% | +23.0% | -20.4% | -5.4% |
| 1Y | +17.0% | +23.7% | -6.7% | +7.5% |
| 3Y | +145.5% | +47.7% | +97.8% | +106.1% |
| 5Y | +36.1% | +82.6% | -46.5% | +3.9% |
| 10Y | -29.4% | +141.8% | -171.2% | -54.6% |
| All | +1,090.6% | +2,474.3% | -1,383.7% | +168.6% |
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 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