+807.8%
CCL vs CL
+4,870.0%
-4,062.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.7% |
| 7D | -5.0% | -2.2% | -2.9% | -4.2% |
| 30D | -20.3% | -4.8% | -15.5% | -18.8% |
| 3M | -15.1% | +4.9% | -20.1% | -17.0% |
| 6M | -15.1% | -5.7% | -9.4% | -13.3% |
| YTD | -21.8% | +14.4% | -36.2% | -26.0% |
| 1Y | -24.8% | +8.7% | -33.5% | -27.7% |
| 3Y | +51.9% | +30.0% | +21.9% | +33.4% |
| 5Y | +4.0% | +28.4% | -24.3% | -9.1% |
| 10Y | -42.2% | +50.1% | -92.3% | -53.3% |
| All | +807.8% | +4,870.0% | -4,062.2% | +54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling