-28.5%
CCL vs CAPR
-64.9%
+36.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.4% | -5.3% | +3.8% |
| 7D | +3.1% | +36.0% | -33.0% | +2.0% |
| 30D | +17.5% | +25.8% | -8.3% | +16.5% |
| 3M | +6.8% | +140.8% | -134.0% | +2.7% |
| 6M | +18.7% | -67.6% | +86.3% | +20.0% |
| YTD | +3.0% | -65.9% | +68.9% | +3.7% |
| 1Y | +17.7% | +66.1% | -48.4% | +2.7% |
| 3Y | +155.6% | +256.9% | -101.3% | +99.2% |
| 5Y | +30.2% | +172.1% | -141.9% | +0.3% |
| 10Y | -28.5% | -64.7% | +36.2% | -51.3% |
| All | -28.5% | -64.9% | +36.5% | -51.3% |
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