-34.0%
CCL vs A
+302.9%
-336.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.7% |
| 7D | -1.2% | -0.5% | -0.7% | -0.8% |
| 30D | +13.1% | 0.0% | +13.1% | +13.1% |
| 3M | +3.4% | +16.7% | -13.3% | -7.8% |
| 6M | +18.7% | +54.8% | -36.1% | -14.9% |
| YTD | -2.3% | +28.8% | -31.1% | -20.2% |
| 1Y | +14.2% | +19.3% | -5.1% | -1.6% |
| 3Y | +133.6% | +65.5% | +68.0% | +50.4% |
| 5Y | +33.5% | +12.1% | +21.4% | +13.9% |
| All | -34.0% | +302.9% | -336.9% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling