-29.4%
CCL vs CAPR
-68.2%
+38.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.9% | +9.7% | +0.1% |
| 7D | +5.8% | +7.6% | -1.8% | +5.5% |
| 30D | +17.3% | +13.3% | +4.0% | +16.6% |
| 3M | +11.3% | +130.4% | -119.1% | +7.2% |
| 6M | +18.5% | -70.8% | +89.3% | +20.2% |
| YTD | +2.8% | -69.3% | +72.1% | +3.8% |
| 1Y | +16.7% | +59.5% | -42.8% | +1.8% |
| 3Y | +146.0% | +216.8% | -70.8% | +92.6% |
| 5Y | +33.6% | +152.7% | -119.1% | +3.2% |
| 10Y | -29.4% | -68.2% | +38.8% | -51.8% |
| All | -29.4% | -68.2% | +38.8% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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