+333.0%
CCI vs CRL
+1,657.4%
-1,324.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -3.4% | +5.0% | -8.4% | -4.7% |
| 30D | +9.9% | +13.5% | -3.6% | +5.9% |
| 3M | +22.7% | +21.5% | +1.2% | +16.0% |
| 6M | +0.8% | +103.4% | -102.6% | -17.1% |
| YTD | +4.1% | +71.8% | -67.6% | -11.8% |
| 1Y | -0.6% | +97.5% | -98.1% | -18.9% |
| 3Y | +9.4% | +99.2% | -89.8% | -16.4% |
| 5Y | -36.8% | -12.1% | -24.7% | -41.1% |
| 10Y | +65.4% | +359.2% | -293.8% | -7.3% |
| All | +333.0% | +1,657.4% | -1,324.4% | +64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling