+145.1%
CCL vs CL
+38.3%
+106.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | +0.3% |
| 7D | +2.6% | +1.3% | +1.3% | +2.5% |
| 30D | +13.1% | +11.4% | +1.8% | +11.7% |
| 3M | +3.3% | +4.4% | -1.1% | +2.8% |
| 6M | +8.7% | +10.8% | -2.1% | +7.5% |
| YTD | -1.6% | +25.1% | -26.7% | -2.3% |
| 1Y | +14.0% | +28.0% | -14.0% | +13.3% |
| 3Y | +145.1% | +37.6% | +107.5% | +151.7% |
| All | +145.1% | +38.3% | +106.9% | +151.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling