-29.4%
CCL vs CL
+78.1%
-107.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +5.8% | +2.6% | +3.2% | +5.0% |
| 30D | +17.3% | +11.8% | +5.5% | +13.1% |
| 3M | +11.3% | +5.9% | +5.4% | +9.3% |
| 6M | +18.5% | +13.3% | +5.1% | +13.5% |
| YTD | +2.8% | +27.1% | -24.3% | -5.1% |
| 1Y | +16.7% | +28.0% | -11.3% | +7.6% |
| 3Y | +146.0% | +39.4% | +106.6% | +113.2% |
| 5Y | +33.6% | +40.8% | -7.1% | +13.7% |
| 10Y | -29.4% | +84.9% | -114.3% | -44.7% |
| All | -29.4% | +78.1% | -107.5% | -44.7% |
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