+807.8%
CCL vs EFX
+6,408.3%
-5,600.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.5% | +3.0% |
| 7D | -5.0% | -8.6% | +3.6% | -1.3% |
| 30D | -20.3% | +0.1% | -20.5% | -20.7% |
| 3M | -15.1% | +3.8% | -19.0% | -17.5% |
| 6M | -15.1% | -13.5% | -1.6% | -10.7% |
| YTD | -21.8% | -17.7% | -4.1% | -16.7% |
| 1Y | -24.8% | -25.6% | +0.8% | -16.5% |
| 3Y | +51.9% | -12.1% | +64.0% | +53.7% |
| 5Y | +4.0% | -33.8% | +37.9% | +19.3% |
| 10Y | -42.2% | +45.1% | -87.4% | -53.0% |
| All | +807.8% | +6,408.3% | -5,600.5% | +128.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling