+55.4%
CCL vs FE
+49.5%
+5.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -5.0% | +1.9% | -7.0% | -5.2% |
| 30D | -20.3% | -1.2% | -19.2% | -20.3% |
| 3M | -15.1% | +3.5% | -18.6% | -15.3% |
| 6M | -15.1% | -6.1% | -9.0% | -14.8% |
| YTD | -21.8% | +7.6% | -29.4% | -22.3% |
| 1Y | -24.8% | +11.9% | -36.7% | -25.7% |
| All | +55.4% | +49.5% | +5.9% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling