+21.9%
CCL vs CARR
-1.4%
+23.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.5% | +6.7% | +7.0% |
| 7D | +11.6% | -0.7% | +12.3% | +12.0% |
| 30D | +22.5% | +0.3% | +22.2% | +22.3% |
| 3M | +6.4% | -14.9% | +21.3% | +16.4% |
| 6M | +23.4% | -14.9% | +38.3% | +33.0% |
| YTD | +4.2% | +7.0% | -2.8% | -5.5% |
| 1Y | +21.9% | -1.8% | +23.6% | +18.2% |
| All | +21.9% | -1.4% | +23.3% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 1y: compounded portfolio wealth divided by compounded CARR 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…
1y analysis · Full analysis span regression · 6 months rolling