-44.8%
CCL vs ELF
+317.0%
-361.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -0.8% |
| 7D | -4.4% | -6.8% | +2.4% | -2.2% |
| 30D | -18.2% | +5.1% | -23.3% | -19.8% |
| 3M | -17.7% | +79.8% | -97.5% | -32.9% |
| 6M | -13.0% | +29.7% | -42.7% | -21.7% |
| YTD | -24.5% | +31.6% | -56.1% | -33.0% |
| 1Y | -26.9% | -27.9% | +1.0% | -24.2% |
| 3Y | +50.8% | -26.4% | +77.2% | +33.1% |
| 5Y | -0.9% | +235.6% | -236.5% | -56.2% |
| All | -44.8% | +317.0% | -361.8% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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