-25.3%
CCL vs ESI
+39.5%
-64.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.6% |
| 7D | -0.1% | +5.4% | -5.5% | -2.4% |
| 30D | -20.0% | -4.2% | -15.8% | -18.6% |
| 3M | -13.7% | -9.6% | -4.0% | -11.4% |
| 6M | -9.0% | +18.3% | -27.3% | -19.6% |
| YTD | -22.8% | +45.8% | -68.6% | -37.7% |
| 1Y | -25.3% | +39.2% | -64.5% | -39.0% |
| All | -25.3% | +39.5% | -64.8% | -39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling