+21.9%
CCL vs CG
-14.1%
+35.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.5% | +2.7% | +4.6% |
| 7D | +11.6% | +9.4% | +2.2% | +6.0% |
| 30D | +22.5% | +8.7% | +13.8% | +16.6% |
| 3M | +6.4% | -15.0% | +21.4% | +16.9% |
| 6M | +23.4% | -13.2% | +36.6% | +33.9% |
| YTD | +4.2% | -26.2% | +30.4% | +21.2% |
| 1Y | +21.9% | -14.1% | +36.0% | +26.9% |
| All | +21.9% | -14.1% | +35.9% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling