+1.4%
CCL vs ESI
+72.3%
-70.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -2.0% |
| 7D | -5.0% | +3.3% | -8.4% | -7.4% |
| 30D | -20.3% | -5.9% | -14.5% | -17.0% |
| 3M | -15.1% | -14.1% | -1.1% | -7.8% |
| 6M | -15.1% | +6.6% | -21.7% | -24.1% |
| YTD | -21.8% | +45.0% | -66.8% | -46.8% |
| 1Y | -24.8% | +41.5% | -66.2% | -48.7% |
| 3Y | +51.9% | +78.8% | -26.9% | -22.0% |
| All | +1.4% | +72.3% | -70.9% | -47.1% |
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 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