+1,042.5%
CCL vs CL
+5,456.9%
-4,414.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.5% | -5.5% |
| 7D | +2.6% | +5.9% | -3.3% | +0.5% |
| 30D | +11.3% | +13.8% | -2.4% | +5.9% |
| 3M | +0.3% | +6.4% | -6.2% | -2.2% |
| 6M | +16.1% | +15.6% | +0.5% | +9.5% |
| YTD | -1.6% | +27.9% | -29.4% | -10.9% |
| 1Y | +11.8% | +31.4% | -19.6% | +0.2% |
| 3Y | +139.6% | +41.4% | +98.2% | +104.1% |
| 5Y | +21.3% | +42.8% | -21.5% | +1.8% |
| 10Y | -29.8% | +79.7% | -109.4% | -47.1% |
| All | +1,042.5% | +5,456.9% | -4,414.4% | +86.7% |
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 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