-30.8%
CCL vs ES
+85.7%
-116.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.2% |
| 7D | +3.1% | +1.9% | +1.2% | +2.6% |
| 30D | +13.7% | +7.1% | +6.6% | +11.6% |
| 3M | +3.8% | -1.9% | +5.7% | +4.2% |
| 6M | +9.3% | +4.4% | +4.9% | +7.9% |
| YTD | -1.1% | +7.3% | -8.4% | -3.3% |
| 1Y | +14.6% | +2.1% | +12.4% | +12.9% |
| 3Y | +146.4% | +41.8% | +104.6% | +117.6% |
| 5Y | +21.9% | +1.4% | +20.4% | +18.1% |
| All | -30.8% | +85.7% | -116.5% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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