+807.8%
CCL vs ES
+1,243.3%
-435.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -19.9% |
| 3M | -15.1% | +1.7% | -16.8% | -15.7% |
| 6M | -15.1% | -3.5% | -11.6% | -14.3% |
| YTD | -21.8% | +7.9% | -29.7% | -24.1% |
| 1Y | -24.8% | +17.2% | -41.9% | -29.5% |
| 3Y | +51.9% | +29.3% | +22.6% | +35.3% |
| 5Y | +4.0% | -5.7% | +9.8% | +2.1% |
| 10Y | -42.2% | +85.2% | -127.4% | -56.4% |
| All | +807.8% | +1,243.3% | -435.5% | +272.7% |
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 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