-41.6%
CCL vs CF
+569.3%
-610.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.4% | +1.4% |
| 7D | -5.0% | +6.0% | -11.1% | -7.4% |
| 30D | -20.3% | +14.8% | -35.2% | -25.1% |
| 3M | -15.1% | +14.1% | -29.2% | -20.7% |
| 6M | -15.1% | +28.5% | -43.6% | -29.7% |
| YTD | -21.8% | +74.9% | -96.7% | -45.0% |
| 1Y | -24.8% | +61.7% | -86.5% | -45.3% |
| 3Y | +51.9% | +80.3% | -28.5% | -1.6% |
| 5Y | +4.0% | +226.0% | -221.9% | -59.5% |
| All | -41.6% | +569.3% | -610.9% | -81.5% |
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