+34.0%
CCL vs CL
+41.5%
-7.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.3% |
| 7D | -0.3% | -0.8% | +0.5% | -0.2% |
| 30D | +10.3% | +9.5% | +0.9% | +8.4% |
| 3M | +6.6% | +6.6% | -0.1% | +5.3% |
| 6M | +20.0% | +13.2% | +6.8% | +17.1% |
| YTD | -1.9% | +26.9% | -28.8% | -5.8% |
| 1Y | +10.4% | +27.6% | -17.2% | +6.0% |
| 3Y | +134.8% | +39.1% | +95.7% | +112.7% |
| 5Y | +34.0% | +41.3% | -7.3% | +10.2% |
| All | +34.0% | +41.5% | -7.5% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling