-29.4%
CCL vs CF
+485.9%
-515.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | -1.5% | +10.4% | -11.9% | -5.4% |
| 30D | +16.5% | +7.6% | +8.9% | +12.5% |
| 3M | +11.2% | +5.2% | +6.0% | +7.3% |
| 6M | +22.6% | -0.1% | +22.7% | +18.6% |
| YTD | +2.6% | +61.7% | -59.1% | -26.9% |
| 1Y | +17.0% | +50.3% | -33.4% | -13.7% |
| 3Y | +145.5% | +66.0% | +79.6% | +61.9% |
| 5Y | +36.1% | +114.5% | -78.4% | -33.6% |
| 10Y | -29.4% | +471.5% | -501.0% | -77.8% |
| All | -29.4% | +485.9% | -515.3% | -77.8% |
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