-33.8%
CCL vs CAPR
-63.2%
+29.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -8.7% | +4.4% | -4.1% |
| 7D | -0.3% | +19.1% | -19.4% | -1.1% |
| 30D | +10.3% | +48.8% | -38.5% | +8.6% |
| 3M | +6.6% | +144.4% | -137.8% | +2.3% |
| 6M | +20.0% | -67.5% | +87.5% | +21.2% |
| YTD | -1.9% | -64.5% | +62.6% | -1.5% |
| 1Y | +10.4% | +74.4% | -64.0% | -3.9% |
| 3Y | +134.8% | +265.7% | -130.9% | +82.8% |
| 5Y | +34.0% | +196.0% | -161.9% | +2.8% |
| All | -33.8% | -63.2% | +29.4% | -54.7% |
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