-30.6%
CCL vs EFV
+258.8%
-289.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.3% |
| 7D | -5.0% | +1.5% | -6.5% | -6.7% |
| 30D | -20.3% | +1.7% | -22.1% | -21.9% |
| 3M | -15.1% | +8.6% | -23.8% | -22.8% |
| 6M | -15.1% | +11.7% | -26.8% | -24.2% |
| YTD | -21.8% | +19.3% | -41.1% | -35.1% |
| 1Y | -24.8% | +30.2% | -55.0% | -43.5% |
| 3Y | +51.9% | +91.6% | -39.7% | -25.6% |
| 5Y | +4.0% | +96.4% | -92.3% | -47.4% |
| 10Y | -42.2% | +166.5% | -208.7% | -75.1% |
| All | -30.6% | +258.8% | -289.4% | -76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling