-29.4%
CCL vs CG
+308.6%
-338.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.8% |
| 7D | +5.8% | +2.0% | +3.9% | +4.3% |
| 30D | +17.3% | +8.5% | +8.7% | +10.1% |
| 3M | +11.3% | -12.1% | +23.5% | +21.6% |
| 6M | +18.5% | -16.4% | +34.9% | +33.3% |
| YTD | +2.8% | -28.0% | +30.8% | +27.8% |
| 1Y | +16.7% | -18.9% | +35.6% | +32.4% |
| 3Y | +146.0% | +51.2% | +94.8% | +62.6% |
| 5Y | +33.6% | -15.9% | +49.5% | +35.5% |
| 10Y | -29.4% | +305.9% | -335.4% | -66.3% |
| All | -29.4% | +308.6% | -338.0% | -66.3% |
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