-28.8%
CCL vs CNC
+84.7%
-113.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.3% | +1.2% |
| 7D | -3.2% | -0.9% | -2.3% | -3.2% |
| 30D | -17.8% | -1.0% | -16.8% | -17.8% |
| 3M | -18.7% | +4.5% | -23.2% | -18.6% |
| 6M | -11.4% | +85.2% | -96.6% | -12.6% |
| YTD | -24.3% | +61.4% | -85.7% | -25.1% |
| 1Y | -28.8% | +94.9% | -123.7% | -29.3% |
| All | -28.8% | +84.7% | -113.5% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling