-41.0%
CCL vs CAPR
-77.1%
+36.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -1.2% |
| 7D | -0.1% | -9.5% | +9.4% | +0.2% |
| 30D | -20.0% | +121.5% | -141.5% | -22.6% |
| 3M | -13.7% | -65.4% | +51.7% | -12.7% |
| 6M | -9.0% | -67.5% | +58.5% | -7.9% |
| YTD | -22.8% | -68.6% | +45.8% | -21.9% |
| 1Y | -25.3% | +42.7% | -68.0% | -34.4% |
| 3Y | +54.1% | +43.4% | +10.7% | +25.9% |
| 5Y | +3.5% | +86.0% | -82.6% | -18.8% |
| 10Y | -41.0% | -77.4% | +36.4% | -59.0% |
| All | -41.0% | -77.1% | +36.1% | -59.0% |
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