+55.4%
CCL vs CF
+73.9%
-18.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.4% | -0.3% |
| 7D | -5.0% | +6.0% | -11.1% | -4.3% |
| 30D | -20.3% | +14.8% | -35.2% | -18.7% |
| 3M | -15.1% | +14.1% | -29.2% | -13.3% |
| 6M | -15.1% | +28.5% | -43.6% | -15.8% |
| YTD | -21.8% | +74.9% | -96.7% | -27.0% |
| 1Y | -24.8% | +61.7% | -86.5% | -28.8% |
| All | +55.4% | +73.9% | -18.5% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling