-28.6%
CCL vs BR
+1,286.0%
-1,314.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.1% | +0.2% |
| 7D | -0.1% | -5.9% | +5.8% | +3.6% |
| 30D | -20.0% | +1.9% | -21.9% | -21.3% |
| 3M | -13.7% | +14.7% | -28.3% | -21.5% |
| 6M | -9.0% | -12.8% | +3.7% | -2.9% |
| YTD | -22.8% | -23.0% | +0.2% | -12.0% |
| 1Y | -25.3% | -31.7% | +6.4% | -8.1% |
| 3Y | +54.1% | -4.8% | +58.8% | +51.8% |
| 5Y | +3.5% | +7.8% | -4.4% | -6.3% |
| 10Y | -41.0% | +184.1% | -225.1% | -70.2% |
| All | -28.6% | +1,286.0% | -1,314.6% | -86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 all: compounded portfolio wealth divided by compounded BR 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…
all analysis · Full analysis span regression · 6 months rolling