-29.4%
CCL vs EW
+234.0%
-263.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | +0.2% |
| 7D | +5.8% | +9.3% | -3.5% | +0.6% |
| 30D | +17.3% | +22.1% | -4.8% | +4.6% |
| 3M | +11.3% | +13.0% | -1.7% | +3.6% |
| 6M | +18.5% | +30.1% | -11.6% | +1.2% |
| YTD | +2.8% | +22.0% | -19.2% | -9.0% |
| 1Y | +16.7% | +23.7% | -7.0% | +2.5% |
| 3Y | +146.0% | +62.0% | +84.0% | +69.2% |
| 5Y | +33.6% | -12.4% | +46.1% | +33.9% |
| 10Y | -29.4% | +236.1% | -265.5% | -56.3% |
| All | -29.4% | +234.0% | -263.4% | -56.3% |
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