-24.8%
CCL vs CG
-24.3%
-0.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +1.0% |
| 7D | -5.0% | -4.3% | -0.7% | -2.7% |
| 30D | -20.3% | -5.1% | -15.3% | -18.1% |
| 3M | -15.1% | +8.7% | -23.8% | -19.2% |
| 6M | -15.1% | -9.2% | -5.9% | -11.2% |
| YTD | -21.8% | -18.9% | -2.9% | -14.4% |
| 1Y | -24.8% | -25.6% | +0.9% | -16.4% |
| All | -24.8% | -24.3% | -0.5% | -16.4% |
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