+98.1%
CCL vs EW
+7,937.2%
-7,839.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | 0.0% |
| 7D | +3.1% | +11.0% | -7.9% | -0.7% |
| 30D | +13.7% | +19.1% | -5.4% | +6.7% |
| 3M | +3.8% | +14.4% | -10.5% | -1.2% |
| 6M | +9.3% | +22.8% | -13.5% | +1.2% |
| YTD | -1.1% | +19.8% | -20.9% | -7.6% |
| 1Y | +14.6% | +23.9% | -9.3% | +5.8% |
| 3Y | +146.4% | +52.2% | +94.2% | +104.5% |
| 5Y | +21.9% | -13.9% | +35.8% | +23.3% |
| 10Y | -29.4% | +241.9% | -271.3% | -51.0% |
| All | +98.1% | +7,937.2% | -7,839.1% | -30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling