+134.5%
CCL vs EFX
+4.1%
+130.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.0% |
| 7D | -0.3% | -3.6% | +3.3% | +1.2% |
| 30D | +10.3% | +25.3% | -15.0% | 0.0% |
| 3M | +6.6% | +3.8% | +2.8% | +4.2% |
| 6M | +20.0% | +12.7% | +7.3% | +11.9% |
| YTD | -1.9% | -13.1% | +11.3% | +2.7% |
| 1Y | +10.4% | -9.3% | +19.8% | +13.1% |
| All | +134.5% | +4.1% | +130.4% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 3y: compounded portfolio wealth divided by compounded EFX 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…
3y analysis · Full analysis span regression · 6 months rolling