+36.1%
CCL vs CB
+105.3%
-69.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | -1.5% | -1.0% | -0.5% | -1.0% |
| 30D | +16.5% | +7.3% | +9.1% | +12.2% |
| 3M | +11.2% | +7.0% | +4.2% | +7.2% |
| 6M | +22.6% | +16.3% | +6.2% | +11.6% |
| YTD | +2.6% | +19.7% | -17.1% | -8.5% |
| 1Y | +17.0% | +27.8% | -10.8% | +0.2% |
| 3Y | +145.5% | +72.0% | +73.5% | +60.0% |
| 5Y | +36.1% | +104.9% | -68.8% | -27.9% |
| All | +36.1% | +105.3% | -69.2% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling