+56.7%
CCL vs EW
+6,974.1%
-6,917.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -5.0% | -0.3% | -4.7% | -4.9% |
| 30D | -20.3% | +1.0% | -21.4% | -20.7% |
| 3M | -15.1% | +2.8% | -17.9% | -16.1% |
| 6M | -15.1% | +5.5% | -20.6% | -16.8% |
| YTD | -21.8% | +5.5% | -27.2% | -23.4% |
| 1Y | -24.8% | +11.0% | -35.8% | -27.9% |
| 3Y | +51.9% | +17.7% | +34.2% | +38.1% |
| 5Y | +4.0% | -25.7% | +29.8% | +10.8% |
| 10Y | -42.2% | +132.8% | -175.0% | -55.5% |
| All | +56.7% | +6,974.1% | -6,917.4% | -42.0% |
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