+34.0%
CCL vs ES
+6.0%
+28.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.2% | -4.6% |
| 7D | -0.3% | -1.1% | +0.7% | -0.1% |
| 30D | +10.3% | +8.2% | +2.1% | +8.0% |
| 3M | +6.6% | +0.6% | +6.0% | +6.3% |
| 6M | +20.0% | +6.0% | +14.0% | +18.1% |
| YTD | -1.9% | +9.3% | -11.2% | -4.5% |
| 1Y | +10.4% | +1.1% | +9.3% | +9.3% |
| 3Y | +134.8% | +51.9% | +82.9% | +96.6% |
| 5Y | +34.0% | +6.5% | +27.6% | +25.7% |
| All | +34.0% | +6.0% | +28.0% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling