-30.8%
CCL vs CFG
+242.7%
-273.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.3% |
| 7D | +3.1% | -0.9% | +4.0% | +4.2% |
| 30D | +13.7% | +1.1% | +12.6% | +12.8% |
| 3M | +3.8% | -12.0% | +15.8% | +15.7% |
| 6M | +9.3% | -2.2% | +11.5% | +10.9% |
| YTD | -1.1% | +11.4% | -12.5% | -10.4% |
| 1Y | +14.6% | +27.8% | -13.3% | -7.9% |
| 3Y | +146.4% | +173.3% | -26.9% | -1.0% |
| 5Y | +21.9% | +62.4% | -40.6% | -23.7% |
| All | -30.8% | +242.7% | -273.5% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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