-28.5%
CCL vs ESI
+323.5%
-351.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.1% | -1.0% | +0.6% |
| 7D | +3.1% | -3.5% | +6.5% | +5.0% |
| 30D | +17.5% | -9.3% | +26.8% | +24.2% |
| 3M | +6.8% | -12.8% | +19.6% | +15.1% |
| 6M | +18.7% | -24.6% | +43.3% | +38.0% |
| YTD | +3.0% | +32.7% | -29.7% | -22.5% |
| 1Y | +17.7% | +20.3% | -2.6% | -5.3% |
| 3Y | +155.6% | +80.2% | +75.4% | +46.6% |
| 5Y | +30.2% | +40.0% | -9.8% | -8.4% |
| 10Y | -28.5% | +310.8% | -339.3% | -74.0% |
| All | -28.5% | +323.5% | -351.9% | -74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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