-29.4%
CCL vs ALL
+372.0%
-401.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -2.5% |
| 7D | +5.8% | -0.1% | +6.0% | +5.8% |
| 30D | +17.3% | +13.8% | +3.4% | +5.7% |
| 3M | +11.3% | -2.8% | +14.1% | +12.8% |
| 6M | +18.5% | +23.7% | -5.2% | -3.6% |
| YTD | +2.8% | +27.3% | -24.5% | -19.2% |
| 1Y | +16.7% | +30.5% | -13.8% | -10.2% |
| 3Y | +146.0% | +113.0% | +33.0% | +12.5% |
| 5Y | +33.6% | +157.6% | -123.9% | -53.0% |
| 10Y | -29.4% | +368.4% | -397.8% | -79.8% |
| All | -29.4% | +372.0% | -401.4% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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