+56.1%
CCL vs A
+30.8%
+25.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | -5.0% | -1.9% | -3.1% | -4.0% |
| 30D | -20.3% | +6.9% | -27.3% | -23.4% |
| 3M | -15.1% | +9.2% | -24.4% | -19.6% |
| 6M | -15.1% | +25.7% | -40.8% | -26.1% |
| YTD | -21.8% | +11.5% | -33.3% | -27.2% |
| 1Y | -24.8% | +18.4% | -43.1% | -32.9% |
| All | +56.1% | +30.8% | +25.3% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling