-42.8%
CCL vs ELF
+357.0%
-399.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.6% |
| 7D | -5.0% | +5.4% | -10.4% | -6.7% |
| 30D | -20.3% | +27.0% | -47.3% | -26.7% |
| 3M | -15.1% | +113.2% | -128.3% | -34.6% |
| 6M | -15.1% | +36.6% | -51.7% | -25.0% |
| YTD | -21.8% | +44.2% | -66.0% | -32.6% |
| 1Y | -24.8% | -18.0% | -6.8% | -25.2% |
| 3Y | +51.9% | -19.9% | +71.8% | +30.5% |
| 5Y | +4.0% | +257.7% | -253.7% | -54.9% |
| All | -42.8% | +357.0% | -399.7% | -81.4% |
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