-41.7%
CCL vs EL
+28.8%
-70.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -0.6% |
| 7D | -4.4% | -2.4% | -2.0% | -3.1% |
| 30D | -18.2% | +13.7% | -31.9% | -24.9% |
| 3M | -17.7% | +14.5% | -32.2% | -24.8% |
| 6M | -13.0% | +7.4% | -20.4% | -18.8% |
| YTD | -24.5% | -4.7% | -19.8% | -25.9% |
| 1Y | -26.9% | +12.9% | -39.9% | -36.5% |
| 3Y | +50.8% | -32.2% | +83.0% | +61.0% |
| 5Y | -0.9% | -68.4% | +67.5% | +91.6% |
| 10Y | -41.7% | +28.3% | -69.9% | -43.9% |
| All | -41.7% | +28.8% | -70.5% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling