+155.6%
CCL vs CAG
-34.3%
+189.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.8% | +4.1% |
| 7D | +3.1% | +4.6% | -1.5% | +2.5% |
| 30D | +17.5% | +14.7% | +2.9% | +15.8% |
| 3M | +6.8% | +2.4% | +4.5% | +6.3% |
| 6M | +18.7% | +10.7% | +8.0% | +17.5% |
| YTD | +3.0% | -5.5% | +8.5% | +2.8% |
| 1Y | +17.7% | -4.6% | +22.3% | +17.3% |
| 3Y | +155.6% | -34.4% | +190.0% | +145.5% |
| All | +155.6% | -34.3% | +189.9% | +145.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling