-34.0%
CCL vs EFV
+163.3%
-197.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -1.1% |
| 7D | -1.2% | +2.5% | -3.7% | -5.7% |
| 30D | +13.1% | +2.9% | +10.2% | +7.5% |
| 3M | +3.4% | -1.4% | +4.8% | +6.1% |
| 6M | +18.7% | +5.5% | +13.2% | +7.7% |
| YTD | -2.3% | +16.1% | -18.3% | -24.7% |
| 1Y | +14.2% | +20.3% | -6.1% | -17.5% |
| 3Y | +133.6% | +90.4% | +43.1% | -29.9% |
| 5Y | +33.5% | +93.5% | -60.0% | -58.5% |
| All | -34.0% | +163.3% | -197.4% | -85.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling