+1.4%
CCL vs ALL
+118.4%
-117.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.7% |
| 7D | -5.0% | 0.0% | -5.1% | -5.1% |
| 30D | -20.3% | -1.5% | -18.9% | -20.0% |
| 3M | -15.1% | +23.6% | -38.8% | -24.1% |
| 6M | -15.1% | +22.3% | -37.4% | -24.0% |
| YTD | -21.8% | +26.5% | -48.3% | -31.4% |
| 1Y | -24.8% | +27.0% | -51.8% | -34.3% |
| 3Y | +51.9% | +149.6% | -97.7% | -13.6% |
| All | +1.4% | +118.4% | -117.0% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling