+1.3%
CCL vs EFV
+97.2%
-95.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.1% |
| 7D | -0.1% | +1.0% | -1.1% | -1.9% |
| 30D | -20.0% | +0.2% | -20.1% | -20.2% |
| 3M | -13.7% | +9.6% | -23.3% | -26.5% |
| 6M | -9.0% | +14.0% | -23.1% | -26.8% |
| YTD | -22.8% | +18.5% | -41.3% | -41.7% |
| 1Y | -25.3% | +27.9% | -53.2% | -50.6% |
| 3Y | +54.1% | +92.4% | -38.4% | -52.2% |
| All | +1.3% | +97.2% | -95.9% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling