-41.0%
CCL vs EW
+124.3%
-165.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | +0.6% |
| 7D | -0.1% | -4.4% | +4.3% | +2.4% |
| 30D | -20.0% | -3.3% | -16.6% | -18.5% |
| 3M | -13.7% | +1.0% | -14.7% | -14.4% |
| 6M | -9.0% | +6.2% | -15.2% | -12.4% |
| YTD | -22.8% | +1.7% | -24.5% | -24.0% |
| 1Y | -25.3% | +8.1% | -33.4% | -29.2% |
| 3Y | +54.1% | +17.1% | +37.0% | +29.8% |
| 5Y | +3.5% | -29.4% | +32.8% | +16.3% |
| 10Y | -41.0% | +121.7% | -162.8% | -57.3% |
| All | -41.0% | +124.3% | -165.4% | -57.3% |
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