+135.7%
CCL vs CARR
+436.5%
-300.7%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.6% |
| 7D | -0.1% | +3.2% | -3.4% | -2.4% |
| 30D | -20.0% | -7.7% | -12.3% | -15.4% |
| 3M | -13.7% | -11.9% | -1.7% | -6.6% |
| 6M | -9.0% | +2.0% | -11.0% | -12.3% |
| YTD | -22.8% | +13.2% | -36.0% | -31.2% |
| 1Y | -25.3% | -8.5% | -16.8% | -22.8% |
| 3Y | +54.1% | +5.0% | +49.1% | +38.0% |
| 5Y | +3.5% | +12.0% | -8.5% | -14.5% |
| All | +135.7% | +436.5% | -300.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling