+1.4%
CCL vs FE
+45.0%
-43.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -5.0% | +1.9% | -7.0% | -5.6% |
| 30D | -20.3% | -1.2% | -19.2% | -20.1% |
| 3M | -15.1% | +3.5% | -18.6% | -16.0% |
| 6M | -15.1% | -6.1% | -9.0% | -13.7% |
| YTD | -21.8% | +7.6% | -29.4% | -23.8% |
| 1Y | -24.8% | +11.9% | -36.7% | -27.8% |
| 3Y | +51.9% | +48.4% | +3.4% | +27.0% |
| All | +1.4% | +45.0% | -43.6% | -16.6% |
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