-28.5%
CCL vs CFG
+248.3%
-276.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.2% | +1.6% |
| 7D | +3.1% | +0.3% | +2.8% | +3.0% |
| 30D | +17.5% | +3.2% | +14.3% | +14.6% |
| 3M | +6.8% | -9.7% | +16.5% | +16.5% |
| 6M | +18.7% | +3.6% | +15.1% | +14.6% |
| YTD | +3.0% | +14.7% | -11.7% | -9.0% |
| 1Y | +17.7% | +29.6% | -11.9% | -6.5% |
| 3Y | +155.6% | +190.6% | -35.0% | -3.0% |
| 5Y | +30.2% | +67.1% | -36.9% | -20.6% |
| 10Y | -28.5% | +237.0% | -265.5% | -72.7% |
| All | -28.5% | +248.3% | -276.7% | -72.7% |
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