+220.1%
C vs CCL
-27.9%
+248.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.2% | -1.7% | +1.1% |
| 7D | -0.9% | +3.1% | -4.0% | -2.0% |
| 30D | -5.4% | +17.5% | -22.9% | -10.5% |
| 3M | -9.2% | +6.8% | -16.0% | -11.8% |
| 6M | -1.8% | +18.7% | -20.5% | -8.6% |
| YTD | +6.7% | +3.0% | +3.7% | +3.0% |
| 1Y | +23.5% | +17.7% | +5.8% | +13.6% |
| 3Y | +219.8% | +155.6% | +64.2% | +118.0% |
| 5Y | +112.4% | +30.2% | +82.2% | +62.7% |
| 10Y | +220.1% | -28.5% | +248.6% | +158.1% |
| All | +220.1% | -27.9% | +248.0% | +158.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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