-41.7%
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 | -2.2% | -1.0% | -1.2% | -1.9% |
| 7D | -4.4% | -6.6% | +2.2% | -3.0% |
| 30D | -18.2% | +2.3% | -20.5% | -18.7% |
| 3M | -17.7% | +16.3% | -34.0% | -20.4% |
| 6M | -13.0% | -16.0% | +3.0% | -10.0% |
| YTD | -24.5% | -7.7% | -16.8% | -23.8% |
| 1Y | -26.9% | -16.0% | -10.9% | -24.8% |
| 3Y | +50.8% | -37.7% | +88.5% | +63.4% |
| 5Y | -0.9% | -41.2% | +40.3% | +8.2% |
| 10Y | -41.7% | -33.8% | -7.9% | -39.6% |
| All | -41.7% | -35.6% | -6.1% | -39.6% |
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