+22.2%
CCL vs FE
+42.2%
-20.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.4% |
| 7D | +2.6% | -1.0% | +3.6% | +2.9% |
| 30D | +13.1% | +4.1% | +9.0% | +11.8% |
| 3M | +3.3% | -1.0% | +4.3% | +3.5% |
| 6M | +8.7% | +4.0% | +4.7% | +7.4% |
| YTD | -1.6% | +6.8% | -8.4% | -4.0% |
| 1Y | +14.0% | +5.3% | +8.7% | +11.5% |
| 3Y | +145.1% | +44.6% | +100.6% | +106.1% |
| All | +22.2% | +42.2% | -20.0% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling