+14.2%
CCL vs FE
+5.8%
+8.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.4% |
| 7D | -1.2% | +1.2% | -2.4% | -1.2% |
| 30D | +13.1% | +4.5% | +8.6% | +13.1% |
| 3M | +3.4% | +1.3% | +2.0% | +2.3% |
| 6M | +18.7% | +8.7% | +10.1% | +21.3% |
| YTD | -2.3% | +9.2% | -11.5% | +8.2% |
| 1Y | +14.2% | +7.0% | +7.2% | +23.7% |
| All | +14.2% | +5.8% | +8.4% | +23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling