+1.4%
CCL vs CB
+99.7%
-98.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +1.1% |
| 7D | -5.0% | +0.5% | -5.5% | -5.3% |
| 30D | -20.3% | -3.1% | -17.2% | -19.1% |
| 3M | -15.1% | +9.0% | -24.1% | -19.9% |
| 6M | -15.1% | +2.9% | -18.0% | -17.3% |
| YTD | -21.8% | +10.1% | -31.9% | -27.0% |
| 1Y | -24.8% | +22.8% | -47.6% | -34.5% |
| 3Y | +51.9% | +73.8% | -21.9% | -4.1% |
| All | +1.4% | +99.7% | -98.3% | -43.8% |
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