-34.0%
CCL vs CF
+479.1%
-513.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.2% | +4.8% | -6.0% | -3.0% |
| 30D | +13.1% | +4.7% | +8.4% | +10.4% |
| 3M | +3.4% | +7.4% | -4.0% | -1.0% |
| 6M | +18.7% | +0.6% | +18.1% | +14.8% |
| YTD | -2.3% | +64.1% | -66.4% | -30.8% |
| 1Y | +14.2% | +51.4% | -37.2% | -15.9% |
| 3Y | +133.6% | +67.8% | +65.8% | +53.5% |
| 5Y | +33.5% | +114.1% | -80.6% | -34.5% |
| All | -34.0% | +479.1% | -513.1% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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