-33.8%
CCL vs EW
+249.9%
-283.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -0.3% | +4.9% | -5.3% | -3.1% |
| 30D | +10.3% | +24.1% | -13.8% | -2.6% |
| 3M | +6.6% | +13.7% | -7.1% | -1.2% |
| 6M | +20.0% | +32.7% | -12.7% | +1.3% |
| YTD | -1.9% | +24.1% | -26.0% | -14.1% |
| 1Y | +10.4% | +23.6% | -13.2% | -3.0% |
| 3Y | +134.8% | +64.8% | +70.1% | +59.6% |
| 5Y | +34.0% | -8.8% | +42.8% | +31.1% |
| All | -33.8% | +249.9% | -283.7% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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