-30.8%
CCL vs FE
+105.3%
-136.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.1% |
| 7D | +3.1% | -1.0% | +4.1% | +3.6% |
| 30D | +13.7% | +4.1% | +9.5% | +11.7% |
| 3M | +3.8% | -1.0% | +4.8% | +4.2% |
| 6M | +9.3% | +4.0% | +5.3% | +7.3% |
| YTD | -1.1% | +6.8% | -7.9% | -4.5% |
| 1Y | +14.6% | +5.3% | +9.3% | +11.1% |
| 3Y | +146.4% | +44.6% | +101.8% | +102.2% |
| 5Y | +21.9% | +44.2% | -22.3% | -1.2% |
| All | -30.8% | +105.3% | -136.1% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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