-28.5%
CCL vs B
+183.2%
-211.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.2% | -0.1% | +3.8% |
| 7D | +3.1% | +11.3% | -8.3% | +2.1% |
| 30D | +17.5% | +2.9% | +14.6% | +17.2% |
| 3M | +6.8% | -2.9% | +9.7% | +6.9% |
| 6M | +18.7% | -1.2% | +19.9% | +18.4% |
| YTD | +3.0% | -1.3% | +4.4% | +2.7% |
| 1Y | +17.7% | +30.4% | -12.7% | +16.0% |
| 3Y | +155.6% | +195.3% | -39.7% | +144.7% |
| 5Y | +30.2% | +146.2% | -116.0% | +23.4% |
| 10Y | -28.5% | +200.5% | -229.0% | -32.2% |
| All | -28.5% | +183.2% | -211.7% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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