-29.4%
CCL vs CAG
-35.6%
+6.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.3% |
| 7D | -1.5% | -1.8% | +0.2% | -1.2% |
| 30D | +16.5% | +9.7% | +6.8% | +14.0% |
| 3M | +11.2% | +0.5% | +10.7% | +10.7% |
| 6M | +22.6% | +8.9% | +13.7% | +19.7% |
| YTD | +2.6% | -8.4% | +11.0% | +3.4% |
| 1Y | +17.0% | -8.3% | +25.3% | +17.8% |
| 3Y | +145.5% | -36.1% | +181.7% | +164.3% |
| 5Y | +36.1% | -40.1% | +76.2% | +47.8% |
| 10Y | -29.4% | -36.9% | +7.5% | -32.6% |
| All | -29.4% | -35.6% | +6.1% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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