-41.7%
CCL vs CG
+324.5%
-366.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | +0.8% |
| 7D | -4.4% | -6.4% | +2.0% | +0.3% |
| 30D | -18.2% | -7.1% | -11.1% | -14.0% |
| 3M | -17.7% | -1.6% | -16.1% | -17.5% |
| 6M | -13.0% | -8.3% | -4.7% | -8.3% |
| YTD | -24.5% | -23.8% | -0.7% | -9.6% |
| 1Y | -26.9% | -28.7% | +1.8% | -9.0% |
| 3Y | +50.8% | +49.2% | +1.6% | +1.7% |
| 5Y | -0.9% | +5.5% | -6.4% | -15.5% |
| 10Y | -41.7% | +331.2% | -372.9% | -73.5% |
| All | -41.7% | +324.5% | -366.2% | -73.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling