+3.5%
CCL vs CG
+9.5%
-6.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | +0.3% |
| 7D | -0.1% | -1.3% | +1.1% | +0.8% |
| 30D | -20.0% | -3.2% | -16.8% | -18.3% |
| 3M | -13.7% | +6.2% | -19.9% | -18.1% |
| 6M | -9.0% | -4.7% | -4.4% | -6.8% |
| YTD | -22.8% | -20.6% | -2.2% | -10.5% |
| 1Y | -25.3% | -26.4% | +1.1% | -9.3% |
| 3Y | +54.1% | +55.4% | -1.3% | -0.8% |
| 5Y | +3.5% | +9.8% | -6.3% | -14.1% |
| All | +3.5% | +9.5% | -6.0% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling