+56.1%
CCL vs CAG
-36.4%
+92.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -5.0% | -3.8% | -1.3% | -4.7% |
| 30D | -20.3% | +3.1% | -23.5% | -20.6% |
| 3M | -15.1% | +23.5% | -38.6% | -16.6% |
| 6M | -15.1% | -14.8% | -0.3% | -14.3% |
| YTD | -21.8% | -5.4% | -16.3% | -21.8% |
| 1Y | -24.8% | -11.8% | -13.0% | -24.4% |
| All | +56.1% | -36.4% | +92.5% | +61.9% |
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