+22.8%
CCL vs ESI
+28.5%
-5.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | -0.9% |
| 7D | +3.1% | -8.5% | +11.6% | +9.3% |
| 30D | +13.7% | -15.7% | +29.4% | +27.2% |
| 3M | +3.8% | -18.2% | +22.0% | +17.8% |
| 6M | +9.3% | -28.8% | +38.1% | +33.4% |
| YTD | -1.1% | +26.3% | -27.3% | -27.8% |
| 1Y | +14.6% | +18.2% | -3.7% | -12.1% |
| 3Y | +146.4% | +68.1% | +78.3% | +22.5% |
| All | +22.8% | +28.5% | -5.6% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling