+22.7%
C vs CCL
+16.1%
+6.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.2% | -1.7% | +1.3% |
| 7D | -0.9% | +3.1% | -4.0% | -1.8% |
| 30D | -5.4% | +17.5% | -22.9% | -9.7% |
| 3M | -9.2% | +6.8% | -16.0% | -10.7% |
| 6M | -1.8% | +18.7% | -20.5% | -7.4% |
| YTD | +6.7% | +3.0% | +3.7% | +4.1% |
| All | +22.7% | +16.1% | +6.5% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling