+1,034.4%
CCL vs EFX
+6,815.2%
-5,780.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | -1.2% | -0.8% | -0.4% | -0.8% |
| 30D | +13.1% | +25.1% | -12.0% | +1.8% |
| 3M | +3.4% | +1.7% | +1.7% | +1.3% |
| 6M | +18.7% | +18.4% | +0.3% | +7.8% |
| YTD | -2.3% | -12.5% | +10.3% | +0.5% |
| 1Y | +14.2% | -8.1% | +22.3% | +14.9% |
| 3Y | +133.6% | +4.8% | +128.8% | +116.7% |
| 5Y | +33.5% | -30.1% | +63.6% | +48.7% |
| 10Y | -32.8% | +81.5% | -114.2% | -50.4% |
| All | +1,034.4% | +6,815.2% | -5,780.8% | +174.8% |
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