-50.8%
CCI vs CRL
-37.4%
-13.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.5% |
| 7D | +0.2% | -0.6% | +0.7% | +0.2% |
| 30D | +0.5% | +5.0% | -4.5% | -0.2% |
| 3M | -16.3% | +50.6% | -66.9% | -21.5% |
| 6M | -13.9% | +60.9% | -74.9% | -20.6% |
| YTD | -12.4% | +40.7% | -53.2% | -17.6% |
| 1Y | -15.2% | +73.3% | -88.5% | -23.2% |
| 3Y | -9.9% | +40.6% | -50.4% | -18.1% |
| 5Y | -50.8% | -37.0% | -13.9% | -49.2% |
| All | -50.8% | -37.4% | -13.4% | -49.2% |
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