+1.4%
CCL vs ES
-5.6%
+7.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -5.0% | +0.3% | -5.3% | -5.1% |
| 30D | -20.3% | -2.0% | -18.4% | -20.0% |
| 3M | -15.1% | +1.7% | -16.8% | -15.5% |
| 6M | -15.1% | -3.5% | -11.6% | -14.6% |
| YTD | -21.8% | +7.9% | -29.7% | -23.4% |
| 1Y | -24.8% | +17.2% | -41.9% | -28.7% |
| 3Y | +51.9% | +29.3% | +22.6% | +36.1% |
| All | +1.4% | -5.6% | +7.0% | -2.5% |
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