-11.6%
CCL vs CF
+5,277.9%
-5,289.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +6.2% | -11.7% | -7.3% |
| 7D | +2.6% | +0.4% | +2.2% | +2.1% |
| 30D | +11.3% | +2.2% | +9.1% | +10.1% |
| 3M | +0.3% | +2.1% | -1.9% | -1.6% |
| 6M | +16.1% | -6.5% | +22.7% | +15.3% |
| YTD | -1.6% | +55.6% | -57.1% | -19.9% |
| 1Y | +11.8% | +42.3% | -30.5% | -6.5% |
| 3Y | +139.6% | +55.7% | +83.8% | +89.1% |
| 5Y | +21.3% | +122.4% | -101.1% | -19.0% |
| 10Y | -29.8% | +568.5% | -598.3% | -65.0% |
| All | -11.6% | +5,277.9% | -5,289.5% | -75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling