+55.4%
CCL vs CL
+30.5%
+25.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.3% |
| 7D | -5.0% | -2.2% | -2.9% | -4.8% |
| 30D | -20.3% | -4.8% | -15.5% | -19.9% |
| 3M | -15.1% | +4.9% | -20.1% | -15.6% |
| 6M | -15.1% | -5.7% | -9.4% | -15.6% |
| YTD | -21.8% | +14.4% | -36.2% | -21.6% |
| 1Y | -24.8% | +8.7% | -33.5% | -24.6% |
| All | +55.4% | +30.5% | +25.0% | +57.1% |
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