+207.6%
CCL vs EL
+1,685.7%
-1,478.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.8% | -1.3% |
| 7D | -5.0% | +0.8% | -5.8% | -5.4% |
| 30D | -20.3% | +19.8% | -40.2% | -27.6% |
| 3M | -15.1% | +25.7% | -40.9% | -24.6% |
| 6M | -15.1% | +5.4% | -20.6% | -18.9% |
| YTD | -21.8% | +0.2% | -22.0% | -24.5% |
| 1Y | -24.8% | +20.4% | -45.2% | -34.4% |
| 3Y | +51.9% | -32.1% | +84.0% | +58.9% |
| 5Y | +4.0% | -67.2% | +71.2% | +56.4% |
| 10Y | -42.2% | +31.7% | -74.0% | -51.1% |
| All | +207.6% | +1,685.7% | -1,478.1% | -0.2% |
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