+55.4%
CCL vs CB
+74.5%
-19.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.4% |
| 7D | -5.0% | +0.5% | -5.5% | -5.1% |
| 30D | -20.3% | -3.1% | -17.2% | -19.9% |
| 3M | -15.1% | +9.0% | -24.1% | -16.8% |
| 6M | -15.1% | +2.9% | -18.0% | -15.7% |
| YTD | -21.8% | +10.1% | -31.9% | -23.6% |
| 1Y | -24.8% | +22.8% | -47.6% | -28.2% |
| All | +55.4% | +74.5% | -19.1% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling