-41.0%
CCL vs ALL
+355.7%
-396.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.0% | +0.5% |
| 7D | -0.1% | -1.7% | +1.6% | +1.2% |
| 30D | -20.0% | -4.7% | -15.3% | -17.1% |
| 3M | -13.7% | +18.4% | -32.0% | -26.1% |
| 6M | -9.0% | +20.5% | -29.5% | -24.1% |
| YTD | -22.8% | +23.5% | -46.4% | -37.4% |
| 1Y | -25.3% | +29.0% | -54.3% | -41.9% |
| 3Y | +54.1% | +153.7% | -99.6% | -40.7% |
| 5Y | +3.5% | +114.8% | -111.3% | -55.5% |
| 10Y | -41.0% | +356.1% | -397.2% | -83.4% |
| All | -41.0% | +355.7% | -396.7% | -83.4% |
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