-28.6%
CCL vs CAPR
-99.1%
+70.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -22.3% |
| 3M | -15.1% | -66.4% | +51.2% | -14.4% |
| 6M | -15.1% | -63.1% | +48.0% | -14.7% |
| YTD | -21.8% | -67.4% | +45.6% | -21.2% |
| 1Y | -24.8% | +58.2% | -83.0% | -31.0% |
| 3Y | +51.9% | +42.2% | +9.7% | +35.2% |
| 5Y | +4.0% | +87.3% | -83.2% | -9.1% |
| 10Y | -42.2% | -75.3% | +33.0% | -52.5% |
| All | -28.6% | -99.1% | +70.4% | -42.9% |
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