+21.3%
CCL vs CF
+125.5%
-104.2%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +6.2% | -11.7% | -5.7% |
| 7D | +2.6% | +0.4% | +2.2% | +2.6% |
| 30D | +11.3% | +2.2% | +9.1% | +11.2% |
| 3M | +0.3% | +2.1% | -1.9% | -0.1% |
| 6M | +16.1% | -6.5% | +22.7% | +16.3% |
| YTD | -1.6% | +55.6% | -57.1% | -13.1% |
| 1Y | +11.8% | +42.3% | -30.5% | +0.7% |
| 3Y | +139.6% | +55.7% | +83.8% | +105.9% |
| 5Y | +21.3% | +122.4% | -101.1% | -16.6% |
| All | +21.3% | +125.5% | -104.2% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling