-29.4%
CCL vs B
+203.3%
-232.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.1% |
| 7D | -1.5% | -2.7% | +1.1% | -1.3% |
| 30D | +16.5% | -4.3% | +20.8% | +16.8% |
| 3M | +11.2% | -2.3% | +13.5% | +11.3% |
| 6M | +22.6% | -16.2% | +38.8% | +23.8% |
| YTD | +2.6% | -8.8% | +11.4% | +2.9% |
| 1Y | +17.0% | +11.4% | +5.6% | +16.4% |
| 3Y | +145.5% | +174.3% | -28.7% | +136.4% |
| 5Y | +36.1% | +116.2% | -80.1% | +29.4% |
| 10Y | -29.4% | +222.7% | -252.2% | -32.8% |
| All | -29.4% | +203.3% | -232.8% | -32.8% |
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