+17.0%
CCL vs CF
+47.0%
-30.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.1% |
| 7D | +3.1% | -0.9% | +3.9% | +3.1% |
| 30D | +17.5% | +6.9% | +10.6% | +22.4% |
| 3M | +6.8% | +4.8% | +2.0% | +11.6% |
| 6M | +18.7% | +4.7% | +14.1% | +25.7% |
| YTD | +3.0% | +56.5% | -53.5% | +6.9% |
| All | +17.0% | +47.0% | -30.0% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling