+22.8%
CCL vs A
+15.4%
+7.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.3% | -0.6% |
| 7D | +3.1% | -0.1% | +3.2% | +3.1% |
| 30D | +13.7% | +3.4% | +10.3% | +11.2% |
| 3M | +3.8% | +23.8% | -20.0% | -10.3% |
| 6M | +9.3% | +49.0% | -39.7% | -17.9% |
| YTD | -1.1% | +29.4% | -30.5% | -18.2% |
| 1Y | +14.6% | +19.4% | -4.8% | 0.0% |
| 3Y | +146.4% | +66.2% | +80.2% | +58.6% |
| All | +22.8% | +15.4% | +7.5% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling