+30.2%
CCL vs EL
-65.0%
+95.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.3% | +2.9% |
| 7D | +3.1% | +8.0% | -5.0% | -0.2% |
| 30D | +17.5% | +15.4% | +2.1% | +10.1% |
| 3M | +6.8% | +28.5% | -21.7% | -5.7% |
| 6M | +18.7% | +32.2% | -13.5% | +2.9% |
| YTD | +3.0% | +9.2% | -6.2% | -4.5% |
| 1Y | +17.7% | +30.8% | -13.1% | -0.4% |
| 3Y | +155.6% | +3.7% | +151.9% | +116.4% |
| 5Y | +30.2% | -64.8% | +95.0% | +136.3% |
| All | +30.2% | -65.0% | +95.2% | +136.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling