+305.2%
CCL vs EL
+1,845.6%
-1,540.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.3% | +2.9% |
| 7D | +3.1% | +8.0% | -5.0% | -0.4% |
| 30D | +17.5% | +15.4% | +2.1% | +9.7% |
| 3M | +6.8% | +28.5% | -21.7% | -6.5% |
| 6M | +18.7% | +32.2% | -13.5% | +2.0% |
| YTD | +3.0% | +9.2% | -6.2% | -4.9% |
| 1Y | +17.7% | +30.8% | -13.1% | -0.9% |
| 3Y | +155.6% | +3.7% | +151.9% | +119.3% |
| 5Y | +30.2% | -64.8% | +95.0% | +88.8% |
| 10Y | -28.5% | +60.0% | -88.5% | -44.5% |
| All | +305.2% | +1,845.6% | -1,540.4% | +25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling