-41.0%
CCL vs ESI
+307.6%
-348.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.7% |
| 7D | -0.1% | +5.4% | -5.5% | -3.7% |
| 30D | -20.0% | -4.2% | -15.8% | -17.9% |
| 3M | -13.7% | -9.6% | -4.0% | -9.8% |
| 6M | -9.0% | +18.3% | -27.3% | -22.5% |
| YTD | -22.8% | +45.8% | -68.6% | -44.0% |
| 1Y | -25.3% | +39.2% | -64.5% | -44.6% |
| 3Y | +54.1% | +86.3% | -32.2% | -9.6% |
| 5Y | +3.5% | +76.2% | -72.7% | -35.5% |
| 10Y | -41.0% | +306.8% | -347.8% | -77.1% |
| All | -41.0% | +307.6% | -348.7% | -77.1% |
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