-29.4%
CCL vs A
+312.5%
-341.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | +0.6% |
| 7D | +5.8% | +1.4% | +4.4% | +5.0% |
| 30D | +17.3% | +4.3% | +13.0% | +13.8% |
| 3M | +11.3% | +19.8% | -8.4% | -2.5% |
| 6M | +18.5% | +54.4% | -35.9% | -14.8% |
| YTD | +2.8% | +31.7% | -28.9% | -17.3% |
| 1Y | +16.7% | +22.4% | -5.7% | -1.2% |
| 3Y | +146.0% | +67.7% | +78.3% | +57.2% |
| 5Y | +33.6% | +15.7% | +17.9% | +11.4% |
| 10Y | -29.4% | +308.7% | -338.1% | -72.9% |
| All | -29.4% | +312.5% | -341.9% | -72.9% |
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