-0.9%
CCL vs EFV
+95.4%
-96.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-09 to 2026-09-09.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -0.6% |
| 7D | -4.4% | -0.5% | -3.9% | -3.5% |
| 30D | -18.2% | 0.0% | -18.2% | -18.2% |
| 3M | -17.7% | +8.4% | -26.1% | -28.6% |
| 6M | -13.0% | +12.3% | -25.3% | -28.1% |
| YTD | -24.5% | +17.4% | -41.9% | -42.1% |
| 1Y | -26.9% | +27.1% | -54.1% | -51.1% |
| 3Y | +50.8% | +90.7% | -40.0% | -52.4% |
| 5Y | -0.9% | +95.6% | -96.5% | -69.0% |
| All | -0.9% | +95.4% | -96.3% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 2021-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded EFV 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…
2021-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling