+55.4%
CCL vs CAPR
+40.5%
+14.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.1% |
| 7D | -5.0% | -2.0% | -3.1% | -5.0% |
| 30D | -20.3% | +139.2% | -159.5% | -21.4% |
| 3M | -15.1% | -66.4% | +51.2% | -14.7% |
| 6M | -15.1% | -63.1% | +48.0% | -14.8% |
| YTD | -21.8% | -67.4% | +45.6% | -21.4% |
| 1Y | -24.8% | +58.2% | -83.0% | -28.8% |
| All | +55.4% | +40.5% | +14.9% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling