-25.3%
CCL vs EL
+15.4%
-40.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.7% |
| 7D | -0.1% | +1.7% | -1.8% | -0.6% |
| 30D | -20.0% | +15.5% | -35.5% | -23.6% |
| 3M | -13.7% | +20.6% | -34.2% | -18.7% |
| 6M | -9.0% | +10.5% | -19.5% | -13.9% |
| YTD | -22.8% | -1.9% | -20.9% | -24.6% |
| All | -25.3% | +15.4% | -40.7% | -29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling