+3.5%
CCL vs CAG
-40.6%
+44.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.1% |
| 7D | -0.1% | -5.3% | +5.1% | +0.7% |
| 30D | -20.0% | +1.0% | -21.0% | -20.1% |
| 3M | -13.7% | +17.4% | -31.0% | -15.8% |
| 6M | -9.0% | -16.8% | +7.8% | -6.5% |
| YTD | -22.8% | -6.8% | -16.0% | -22.4% |
| 1Y | -25.3% | -15.4% | -9.9% | -23.7% |
| 3Y | +54.1% | -37.1% | +91.2% | +63.4% |
| 5Y | +3.5% | -41.3% | +44.7% | +8.6% |
| All | +3.5% | -40.6% | +44.1% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling