+133.6%
CCL vs CAPR
+239.1%
-105.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.9% | +6.6% | -0.3% |
| 7D | -1.2% | +5.9% | -7.1% | -1.3% |
| 30D | +13.1% | +44.6% | -31.5% | +12.6% |
| 3M | +3.4% | +126.4% | -123.0% | +2.1% |
| 6M | +18.7% | -68.6% | +87.3% | +19.3% |
| YTD | -2.3% | -67.0% | +64.7% | -2.0% |
| 1Y | +14.2% | +65.2% | -51.0% | +9.1% |
| 3Y | +133.6% | +235.6% | -102.0% | +56.9% |
| All | +133.6% | +239.1% | -105.6% | +56.9% |
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