-31.2%
CCL vs CF
+561.7%
-592.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | +2.6% | -3.2% | +5.8% | +3.4% |
| 30D | +13.1% | +4.3% | +8.8% | +10.5% |
| 3M | +3.3% | +2.8% | +0.5% | +0.3% |
| 6M | +8.7% | +0.6% | +8.1% | +4.5% |
| YTD | -1.6% | +56.6% | -58.2% | -28.9% |
| 1Y | +14.0% | +49.6% | -35.6% | -15.8% |
| 3Y | +145.1% | +61.5% | +83.7% | +63.8% |
| 5Y | +21.2% | +124.0% | -102.7% | -42.8% |
| All | -31.2% | +561.7% | -592.9% | -76.9% |
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