-12.9%
CCL vs EFV
+247.9%
-260.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.2% | -4.2% |
| 7D | -0.3% | +0.7% | -1.1% | -1.2% |
| 30D | +10.3% | +2.0% | +8.3% | +8.1% |
| 3M | +6.6% | -1.6% | +8.2% | +8.8% |
| 6M | +20.0% | +5.8% | +14.3% | +13.1% |
| YTD | -1.9% | +15.6% | -17.5% | -15.5% |
| 1Y | +10.4% | +19.0% | -8.5% | -7.8% |
| 3Y | +134.8% | +90.7% | +44.2% | +15.5% |
| 5Y | +34.0% | +92.8% | -58.8% | -30.6% |
| 10Y | -32.5% | +160.5% | -193.1% | -70.0% |
| All | -12.9% | +247.9% | -260.8% | -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 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