+18.9%
CCL vs CG
+281.3%
-262.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.9% |
| 7D | +3.1% | -1.2% | +4.3% | +4.0% |
| 30D | +13.7% | +5.0% | +8.7% | +10.2% |
| 3M | +3.8% | -18.2% | +22.0% | +17.0% |
| 6M | +9.3% | -20.7% | +30.0% | +24.8% |
| YTD | -1.1% | -31.4% | +30.3% | +23.0% |
| 1Y | +14.6% | -22.3% | +36.8% | +31.5% |
| 3Y | +146.4% | +50.2% | +96.2% | +82.6% |
| 5Y | +21.9% | -22.1% | +43.9% | +31.1% |
| 10Y | -29.4% | +295.5% | -325.0% | -59.8% |
| All | +18.9% | +281.3% | -262.5% | -34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling