-9.7%
CCL vs CAPR
-99.1%
+89.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.2% | +0.4% |
| 7D | +3.1% | +41.1% | -37.9% | +2.3% |
| 30D | +13.7% | +11.1% | +2.6% | +13.3% |
| 3M | +3.8% | +115.3% | -111.5% | +1.4% |
| 6M | +9.3% | -73.8% | +83.1% | +10.6% |
| YTD | -1.1% | -68.8% | +67.7% | -0.5% |
| 1Y | +14.6% | +43.3% | -28.8% | +5.4% |
| 3Y | +146.4% | +214.7% | -68.3% | +114.9% |
| 5Y | +21.9% | +141.3% | -119.4% | +5.7% |
| 10Y | -29.4% | -67.0% | +37.6% | -42.1% |
| All | -9.7% | -99.1% | +89.4% | -27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling