-29.4%
CCL vs BEN
+60.1%
-89.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.5% | +7.2% | -8.7% | -7.0% |
| 30D | +16.5% | +14.1% | +2.3% | +4.6% |
| 3M | +11.2% | +9.9% | +1.3% | +2.8% |
| 6M | +22.6% | +17.4% | +5.2% | +7.3% |
| YTD | +2.6% | +57.3% | -54.7% | -29.3% |
| 1Y | +17.0% | +66.9% | -50.0% | -23.2% |
| 3Y | +145.5% | +85.7% | +59.9% | +41.8% |
| 5Y | +36.1% | +31.2% | +4.9% | +5.8% |
| 10Y | -29.4% | +61.0% | -90.5% | -61.6% |
| All | -29.4% | +60.1% | -89.5% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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