-34.0%
CCL vs CB
+250.2%
-284.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -1.3% |
| 7D | -1.2% | +2.9% | -4.1% | -3.7% |
| 30D | +13.1% | +7.3% | +5.8% | +6.2% |
| 3M | +3.4% | +9.4% | -6.0% | -4.8% |
| 6M | +18.7% | +19.6% | -0.9% | -0.9% |
| YTD | -2.3% | +21.5% | -23.7% | -20.2% |
| 1Y | +14.2% | +28.0% | -13.8% | -11.3% |
| 3Y | +133.6% | +74.9% | +58.7% | +25.1% |
| 5Y | +33.5% | +108.1% | -74.6% | -41.4% |
| All | -34.0% | +250.2% | -284.3% | -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