-41.7%
CCL vs A
+236.6%
-278.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.7% | -1.2% |
| 7D | -4.4% | -4.4% | 0.0% | -1.4% |
| 30D | -18.2% | -2.7% | -15.5% | -17.0% |
| 3M | -17.7% | +7.0% | -24.8% | -22.2% |
| 6M | -13.0% | +24.6% | -37.6% | -26.9% |
| YTD | -24.5% | +7.0% | -31.5% | -29.5% |
| 1Y | -26.9% | +15.6% | -42.5% | -36.1% |
| 3Y | +50.8% | +29.9% | +20.8% | +15.9% |
| 5Y | -0.9% | -15.4% | +14.5% | +3.0% |
| 10Y | -41.7% | +248.9% | -290.5% | -74.2% |
| All | -41.7% | +236.6% | -278.3% | -74.2% |
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