-27.6%
CCL vs ELF
+383.9%
-411.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.3% | -1.4% |
| 7D | +3.1% | +4.0% | -0.9% | +1.8% |
| 30D | +13.7% | +10.6% | +3.1% | +9.9% |
| 3M | +3.8% | +25.8% | -22.0% | -4.3% |
| 6M | +9.3% | +89.1% | -79.8% | -13.0% |
| YTD | -1.1% | +52.7% | -53.8% | -16.6% |
| 1Y | +14.6% | +51.7% | -37.2% | -3.6% |
| 3Y | +146.4% | +14.2% | +132.2% | +85.4% |
| 5Y | +21.9% | +270.7% | -248.8% | -47.7% |
| 10Y | -29.4% | +341.9% | -371.4% | -77.5% |
| All | -27.6% | +383.9% | -411.6% | -76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling