+263.4%
CCI vs CRL
+1,379.5%
-1,116.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.5% |
| 7D | -0.4% | -1.0% | +0.6% | -0.2% |
| 30D | +2.7% | +10.7% | -8.0% | +0.1% |
| 3M | -18.2% | +55.3% | -73.5% | -27.4% |
| 6M | -14.8% | +60.7% | -75.4% | -25.8% |
| YTD | -12.6% | +44.6% | -57.2% | -22.1% |
| 1Y | -16.7% | +77.7% | -94.5% | -30.1% |
| 3Y | -10.5% | +37.6% | -48.1% | -24.2% |
| 5Y | -51.4% | -35.8% | -15.6% | -50.6% |
| 10Y | +20.0% | +241.7% | -221.7% | -27.0% |
| All | +263.4% | +1,379.5% | -1,116.1% | +44.8% |
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