+56.1%
CCL vs EFX
-10.5%
+66.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.5% | +3.0% |
| 7D | -5.0% | -8.6% | +3.6% | -1.2% |
| 30D | -20.3% | +0.1% | -20.5% | -20.7% |
| 3M | -15.1% | +3.8% | -19.0% | -17.6% |
| 6M | -15.1% | -13.5% | -1.6% | -10.2% |
| YTD | -21.8% | -17.7% | -4.1% | -15.9% |
| 1Y | -24.8% | -25.6% | +0.8% | -15.4% |
| All | +56.1% | -10.5% | +66.7% | +39.5% |
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