+130.7%
C vs CCL
+5.2%
+125.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +3.6% | -5.0% | +8.7% | +5.0% |
| 30D | +0.1% | -20.3% | +20.4% | +6.3% |
| 3M | +2.4% | -15.1% | +17.6% | +6.6% |
| 6M | +24.9% | -15.1% | +40.0% | +29.1% |
| YTD | +19.8% | -21.8% | +41.6% | +26.1% |
| 1Y | +44.9% | -24.8% | +69.6% | +53.2% |
| 3Y | +263.0% | +51.9% | +211.1% | +213.9% |
| All | +130.7% | +5.2% | +125.4% | +104.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling