+1,042.5%
CCL vs ES
+1,275.7%
-233.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.1% | -7.6% | -6.2% |
| 7D | +2.6% | +5.9% | -3.3% | +0.8% |
| 30D | +11.3% | +10.2% | +1.1% | +7.8% |
| 3M | +0.3% | +0.4% | -0.2% | 0.0% |
| 6M | +16.1% | +6.9% | +9.3% | +13.4% |
| YTD | -1.6% | +10.5% | -12.1% | -5.2% |
| 1Y | +11.8% | +3.2% | +8.6% | +9.4% |
| 3Y | +139.6% | +49.0% | +90.5% | +104.1% |
| 5Y | +21.3% | +4.5% | +16.8% | +15.2% |
| 10Y | -29.8% | +92.3% | -122.1% | -47.7% |
| All | +1,042.5% | +1,275.7% | -233.2% | +365.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling