+5.1%
CCL vs A
+566.3%
-561.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.1% | +3.1% |
| 7D | +3.1% | +4.8% | -1.7% | +1.5% |
| 30D | +17.5% | +5.6% | +11.9% | +15.3% |
| 3M | +6.8% | +23.6% | -16.8% | -1.0% |
| 6M | +18.7% | +56.4% | -37.6% | +0.8% |
| YTD | +3.0% | +33.4% | -30.4% | -7.5% |
| 1Y | +17.7% | +23.7% | -6.0% | +8.4% |
| 3Y | +155.6% | +71.0% | +84.6% | +109.7% |
| 5Y | +30.2% | +16.8% | +13.3% | +21.6% |
| 10Y | -28.5% | +323.8% | -352.3% | -53.5% |
| All | +5.1% | +566.3% | -561.1% | -54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling