-29.4%
CCL vs CL
+83.5%
-113.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -1.5% | -0.8% | -0.8% | -1.3% |
| 30D | +16.5% | +9.5% | +6.9% | +13.1% |
| 3M | +11.2% | +6.8% | +4.4% | +8.9% |
| 6M | +22.6% | +14.3% | +8.3% | +17.1% |
| YTD | +2.6% | +26.3% | -23.7% | -5.1% |
| 1Y | +17.0% | +25.6% | -8.6% | +8.4% |
| 3Y | +145.5% | +38.5% | +107.1% | +113.2% |
| 5Y | +36.1% | +40.7% | -4.6% | +15.8% |
| 10Y | -29.4% | +83.1% | -112.5% | -44.6% |
| All | -29.4% | +83.5% | -113.0% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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