-36.3%
CCI vs CRL
-12.1%
-24.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +14.4% | +11.9% | +2.5% | +12.3% |
| 3M | +21.7% | +20.2% | +1.5% | +18.2% |
| 6M | +4.0% | +107.5% | -103.5% | -7.4% |
| YTD | +6.2% | +69.4% | -63.2% | -2.9% |
| 1Y | +5.4% | +99.7% | -94.3% | -6.4% |
| 3Y | +11.7% | +98.8% | -87.0% | -5.8% |
| All | -36.3% | -12.1% | -24.2% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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