-40.8%
CCL vs CB
+219.1%
-260.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +1.8% |
| 7D | -5.0% | +0.5% | -5.5% | -5.6% |
| 30D | -20.3% | -3.1% | -17.2% | -18.3% |
| 3M | -15.1% | +9.0% | -24.1% | -22.7% |
| 6M | -15.1% | +2.9% | -18.0% | -19.0% |
| YTD | -21.8% | +10.1% | -31.9% | -30.2% |
| 1Y | -24.8% | +22.8% | -47.6% | -39.7% |
| 3Y | +51.9% | +73.8% | -21.9% | -19.1% |
| 5Y | +4.0% | +99.2% | -95.1% | -52.9% |
| All | -40.8% | +219.1% | -260.0% | -81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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