-34.0%
CCL vs CG
+278.5%
-312.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -1.1% |
| 7D | -1.2% | +0.2% | -1.4% | -1.4% |
| 30D | +13.1% | +11.2% | +1.9% | +4.5% |
| 3M | +3.4% | -22.1% | +25.5% | +23.6% |
| 6M | +18.7% | -17.9% | +36.6% | +35.3% |
| YTD | -2.3% | -31.3% | +29.0% | +25.9% |
| 1Y | +14.2% | -24.0% | +38.2% | +36.0% |
| 3Y | +133.6% | +45.0% | +88.6% | +59.3% |
| 5Y | +33.5% | -22.6% | +56.1% | +44.2% |
| All | -34.0% | +278.5% | -312.5% | -67.4% |
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 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