+131.2%
CCL vs CARR
+421.5%
-290.3%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.2% |
| 7D | -3.2% | -3.8% | +0.5% | -0.6% |
| 30D | -17.8% | -8.9% | -8.9% | -12.2% |
| 3M | -18.7% | -17.3% | -1.4% | -8.1% |
| 6M | -11.4% | -1.4% | -10.0% | -12.5% |
| YTD | -24.3% | +10.0% | -34.3% | -31.2% |
| 1Y | -28.8% | -6.4% | -22.5% | -27.7% |
| 3Y | +49.3% | +1.5% | +47.8% | +36.9% |
| 5Y | +1.6% | +9.3% | -7.7% | -14.6% |
| All | +131.2% | +421.5% | -290.3% | -32.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling