-10.2%
CCL vs CAPR
-99.1%
+88.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.7% | -0.1% |
| 7D | +2.6% | +41.1% | -38.5% | +1.8% |
| 30D | +13.1% | +11.1% | +2.0% | +12.8% |
| 3M | +3.3% | +115.3% | -112.0% | +0.9% |
| 6M | +8.7% | -73.8% | +82.5% | +10.0% |
| YTD | -1.6% | -68.8% | +67.2% | -1.0% |
| 1Y | +14.0% | +43.3% | -29.3% | +4.8% |
| 3Y | +145.1% | +214.7% | -69.5% | +113.8% |
| 5Y | +21.2% | +141.3% | -120.0% | +5.2% |
| 10Y | -29.8% | -67.0% | +37.2% | -42.4% |
| All | -10.2% | -99.1% | +88.9% | -28.2% |
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