+208.1%
C vs CCL
+137.6%
+70.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.4% | +2.6% | -5.0% | -3.3% |
| 30D | -6.0% | +13.1% | -19.1% | -9.8% |
| 3M | -10.5% | +3.3% | -13.8% | -11.9% |
| 6M | -5.7% | +8.7% | -14.4% | -9.4% |
| YTD | +4.1% | -1.6% | +5.7% | +2.3% |
| 1Y | +20.5% | +14.0% | +6.5% | +12.1% |
| 3Y | +208.1% | +145.1% | +63.0% | +116.9% |
| All | +208.1% | +137.6% | +70.5% | +116.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling